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  • 2 years ago
Volatility Views 218: Live from CBOE

Volatility Views 218: Live from CBOE

Volatility Reivew: A look back at the week from a volatility perspective VIX Cash: Spiked to nearly 14 this week before dropping back below 12. VIX Futues: Crazy term structure a hot topic last week. Follow up question from JJK: Thanks for discussing my question on the show last week. If anything it seems like the futures premium to cash has increased with futures premium to cash has increased with Oct future 5 handles above cash. What am I missing? Earnings season is done and FOMC in rear view mirror for now. Is this just pricing in unease over current market valuations? VVIX: 82.83. Well off levels from last week. Russell Weekly Rundown How was the first week for Monday SPX Weeklies? VIX Options: Mon 501k, Tues 526k, Weds 570k, Thurs 481k, Total 5.40m (3.72m Calls, 1.68m Puts) Options #QuestionoftheWeek: $VRX $26.66 up 7% Monday. IV30 is 63. HV30 is 99. Looking out one month would you rather Buy Calls? Buy Puts? Sell Premium Sill not touch $VRX Crude Oil: OIV/OVX 35: Less than

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