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  • 2 years ago
Volatility Views 197: Holy Vol Crush

Volatility Views 197: Holy Vol Crush

Volatility Review: Everyone goes to Boca and volatility falls out of bed. Vol of vol coming in as well, VVIX: 84. Russells Weekly Rundown: VIX Options: A fairly strong volume week. Thurs: 909k, Weds: 675k, Tues: 704k, Mon: 573k, Total 5.30m (4.02m calls, 1.28m puts) Crude Oil: OIV/OVX - 46, about 49 today, almost touched 80 back in mid-February, multi-year high. Gold: GVZ 18 - well off recent highs. GVZ - peaked around 28 back in mid-February - last hit these levels in June 2013 - so nearly 3-year high. Volatility Voicemail: Listener questions and comments Question from George K. - What is the thought process regarding the new SPYIX and hedging? Can you hedge it with VIX Futures? Question from BJLane - VIX vs. RVX - Which performs better for call verticals? Which pops better when it hits the fan? Question from Jacro - Why no volume in RVX? Crystal Ball: VIX Predictions: Russell - 15.5/8 Mark S. - 14.25 Mark L. - 15