Listen "Volatility Views 173: VIX Vampires"
Episode Synopsis
Volatility Review: A look back on the week from a volatility perspective, which includes:
VIX Cash
RVX
VIX Options
VXUP
VXDN
And the Fed
Volatility Voicemail: In which listeners have their say
Question from Mr. Rose - On 8/21/15, S&P lost 3.19% and VIX is up 8.89 points. Following Tuesday S&P down 2.96%, VIX up only up 2.38 points. Next Wednesday S&P up1.83%, VIX drops 5.31 points. Please explain.
Question from Confused - Hey, is there an overwhelming biased to trading calls in the VIX? Why? What about VIX puts, does anyone trade them?
Question from Jacob - What are some examples of basic volatility arb strategies? Thanks for the program.
Crystal Ball: Wild and reckless prognostication
VIX Cash
RVX
VIX Options
VXUP
VXDN
And the Fed
Volatility Voicemail: In which listeners have their say
Question from Mr. Rose - On 8/21/15, S&P lost 3.19% and VIX is up 8.89 points. Following Tuesday S&P down 2.96%, VIX up only up 2.38 points. Next Wednesday S&P up1.83%, VIX drops 5.31 points. Please explain.
Question from Confused - Hey, is there an overwhelming biased to trading calls in the VIX? Why? What about VIX puts, does anyone trade them?
Question from Jacob - What are some examples of basic volatility arb strategies? Thanks for the program.
Crystal Ball: Wild and reckless prognostication
More episodes of the podcast Volatility Views
Volatility Views 658: VIX Moving Day
05/12/2025
Volatility Views 656: Decomposing the VIX
14/11/2025
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