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  • 2 years ago
Volatility Views 196: More from the CBOE Risk Management Conference

Volatility Views 196: More from the CBOE Risk Management Conference

Volatility Review: A look back at the week from a volatility perspective. VVIX - 95 Earnings volatility: The season is winding down - except for Dollar General Russells Weekly Rundown: VIX Options: A fairly strong volume week. Total 7.49m (5.54m calls, 1.95m puts). VIX faces challenge from trading robots unleashed by bats Crude Oil: OIV/OVX - 52. WTI skew chart Gold: GVZ 23.36 - Elevated Volatility Voicemail: Listener questions and comments Comment from Chic9 - Selling puts = blowout! Question from Nic s. - Why was there such an emphasis on selling puts at RMC? Is that not an old strategy? Question from JV - Can you explain the free cash flow yield theory and why it would help improve strike selection for selling puts? Question from Labeach2 - Ratio verticals work in VIX what about SPX and SPY - sell 1 ATM buy 2 OTM to hedge and spec. No studies on that? Seems better than just blasting away ATM puts? Question from JPeach - I really enjoyed the wrap up episode from the CBOE confere

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