Volatility Views 242: The Godfather of VXX

Volatility Viewpoint: Today we have special guest: Greg King, REX ETFs CEO/Founder, "The Godfather of VXX." He discusses: The process for launching VXX How did it come about? The process for launching XIV Why make the switch into a short volatility product? What is REX ETF? How do the new products work? Volatility Review: A look back at the week from a volatility perspective. VIX Cash - under 11 VVIX - 85.84 VIX Futures: Front month premium to cash: 1.1. Two month premium to cash: 2.80. Russell's Weekly Rundown: VIX Options: ADV - 559k. Mon - 350k, Tues - 519k, Weds - 886k, Thurs - 691k. Total 9.18m (6.82m Calls, 2.36m Puts). VIX Call/Put: 2.8/1 CBOE Skew Index - 129, down 4.82 (3.6%) OIV/OVX - 29.50 GVZ - 15 TYVIX - 5.40 Crystal Ball: Wild and reckless prognostication. Last week: Mark L. - 10.50! Mark S. - 10.92 Russell - 12.01 GUEST - 11.34 This week: Mark L. - 10.45 Mark S - 10.85 Russell - 11.75