Volatility Views 335: 2018 Vol Review Spectacular

31/12/2018 1h 4min
Volatility Views 335: 2018 Vol Review Spectacular

Listen "Volatility Views 335: 2018 Vol Review Spectacular"

Episode Synopsis

VOLATILITY REVIEW VIX Cash - 28, nearly 6-points higher than last show. VVIX - 95, 10-points lower than last show. Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility - https://www.bloomberg.com/news/articles/2018-12-18/mnuchin-blames-volcker-rule-high-speed-trading-for-volatility VIX Options - 575k, Total 6.73m (5.24m Calls, 1.50m Puts) VXX - 50, 4-points higher than last show. 2018 Theme - The Year That Vol Returned, aka the year we got the real Trump administration       CRYSTAL BALL Final #QOTW for 2018 - It's the big one! Time to play along w/ #VolatilityViews and dust off your #CrystalBall. Quite simply - where do you think $VIX will close for 2019? Bonus points: Reply/DM/Email w/ your specific pick. Closest (within 1pt) will win Fabulous Prizes. - Low: 8-11.99 - Normal: 12 -16.99 - Elevated: 17- 23 - Very Elevated: > 23   Twitter Guesses: Neil Wales - 13.3 Contango - 12.14 Mail Man Dan - 12/31 closes at $257.50 on $SPY and $VIX at $22.50 Brad Huff - 27.25 Filip (FContangotrader) - 32.4 Matt Thompson - 18.03 Ahmed Sharif - Feels 3 cents too high to me Pat Hennessy - 21.52 David Lincoln - 16.90 Bill Luby - EOY 2019 $VIX guesstimate:  15.83 Ophir Gottlieb - 25.42 Andrew Nightingale - 32 Andrew Giovinazzi - 16.1 Trading Volatility - 24.3 Us: Andrew - 16.01, Avg: 14.99 Mark L. - 17.10, Avg: 17.60