Keep up to date with every new upload!

Join free & follow Volatility Views
Share
  • 1 year ago
Volatility Views 244: The Vibrant Asian Warrant Scene

Volatility Views 244: The Vibrant Asian Warrant Scene

Volatility Viewpoint: featuring Tobias Hekster Co-CIO at True Partner Capital USA. He discusses: His background in the volatility space Which products did he trade? The Hong Kong volatility scene What does True Partner Capital do? What does True Partner Capital trade? Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 11.71 and VVIX: 82.20, both almost unchanged from last week. CBOE Skew Index: 141, approaching the 6-month high of 146 set on Jan 20. VIX Futures term structure surprisingly steep, VIX futures bid even though realized volatility remain above 6. Front month premium to cash: 1.9, steeper than last week. Two-month premium to cash: 3.50, much steeper than last week. Russell's Weekly Rundown: VIX Options: A mild volume week. Mon - Closed, Tues - 719k, Wed - 524k, Thurs - 78k, ADV - 575k. VIX Call/Put: 2.6/1. Total 8.57m (6.21m Calls, 2.35m Puts) OIV/OVX: 25.52, oil volatility continues to be crushed. GVZ: 13.68, also continues to erode. TY

Comments