Listen "Volatility Views 308: Forth the Vol Hunters"
Episode Synopsis
Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 12.21 and as high as 13.30. VVIX - 93 VIX Options - ADV: 535k, VIX call/put: 2.6/1, Total 7.95m (5.78m Calls, 2.17m Puts) The return of the 1x2? Plenty of call love yesterday Paper sells call June vertical yesterday Volatility Voicemail: Flash poll! Let's stick with our Volatility theme to round out the week. Quite simply - which product do you think has the highest 30-day implied Volatility? No cheating (or checking with your broker)! What does your gut tell you? VIX? Bitcoin? TSLA? RUSSELL2000? RUT? IWM? 34% - Tesla, TSLA 21% - VIX 35% - Bitcoin 10% - Russell 2000: Emini, RUT Listener questions and comments Question from Lisag - I'm confused. Why would someone by such an outlandish vertical in a product that essentially rots to zero? Comment from Kaijan - I would sell that VXX July call spread all day long. In fact I did! Thx for giving me the idea on your last show. Keep up the vol fun! Question from Deville - Great show. How do I get my volatility fund profiled on Volatility Views? Question from FNews2 - Do you think eliminating the traditional earning call would be a bad move for vol traders? I kind of take the view that it would smooth things out and make it a little less likely to get run over. Crazy? Crystal Ball: Your prognostication headquarters Last week: Mark L. -12.95 Mark S. - 12.50 This week: Mark L. - 11.85 Andrew - 11.55
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