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Volatility Views 174: Volatility Questions Remain

Volatility Views 174: Volatility Questions Remain

Volatility Views · The Options Insider Inc.

September 18, 201554m 11s

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Show Notes

Volatility Review: A look back on the week from a volatility perspective.

  • What happened post-Fed?
  • VIX remained elevated going into Fed announcement
  • VIX, VVIX
  • Advice offered to the Fed
  • Irrational exuberance abides
  • VIX Cash making waves, VIX options, not so much
  • Weekly VIX options can’t come soon enough
  • The madness that is VXUP and VXDN
  • RVX and VIX still within spitting distance of each other
  • Mark has opinions on the Goldman Sachs research team

Volatility Voicemail: Listener questions and comments

  • Quadruple witching: does it impact option volatility?
  • Product question on: VXST, VolDex

Crystal Ball: Wild and reckless prognosticating