Volatility Views 247: 25 Is the New 30 in VIX episode artwork

EPISODE · Mar 20, 2017 · 1H 4M

Volatility Views 247: 25 Is the New 30 in VIX

from Volatility Views

Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 11.16 VVIX: 75 CBOE Skew Index: 153.66, highest since 6/27/16. VIX Futures, Front month premium to cash - 0.5, Two month - 2 Russell's Weekly Rundown: VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k VIX Call/Put: 2.5 / 1 Total 11.6M We have officially killed the 30 strike! OIV/OVX - 28.22, spiked to nearly 35 last week on WTI sell-off GVZ - 11.07 TYVIX - 4.37 Volatility Voicemail: Options #QuestionoftheWeek $VIX = 11.50, $SNAP IV30 =56, $AAPL IV30 = 14, $OIV= 33. If you had to buy #Volatility-which is the best value? $SNAP - aka Tween Vol $AAPL - aka #iPhone Vol $VIX - aka $VIX $OIV -aka #Crude $VIX Listener questions: Question from MerchantAdventurers - Non jargon...lots are betting VIX goes lower, yes? Question from Grow Your Business - There will be a day in the next 60 days that it will spike big. Should have a pool to see who guesses the correct date. April 13th! Crystal Ball: Wild and reckless prognostication Mark L. - 10.65 Mark S. - 10.90 Russell - 11.11

Episode metadata supplied by the publisher feed · Published Mar 20, 2017

Embed this episode

NOW PLAYING

Volatility Views 247: 25 Is the New 30 in VIX

0:00 1:04:59

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

No similar episodes found.

No similar podcasts found.

Frequently Asked Questions

How long is this episode of Volatility Views?

This episode is 1 hour and 4 minutes long.

When was this Volatility Views episode published?

This episode was published on March 20, 2017.

Can I download this Volatility Views episode?

Yes. Use the download control on the episode player to save the publisher-provided media file.
URL copied to clipboard!