Volatility Views 180: Busting VIX Meltdown Myths
Volatility Views · The Options Insider Inc.
November 2, 201557m 28s
Audio is streamed directly from the publisher (traffic.libsyn.com) as published in their RSS feed. Play Podcasts does not host this file. Rights-holders can request removal through the copyright & takedown page.
Show Notes
Volatility Review: Today's guest is guest: Russell Rhoads from the CBOE Options Institute. The panel discusses:
- CBOE Earnings Update - Trading volume increases 6 percent, with record trading volume in index options and futures. Total trading days: 64. ADV: 5.25M, Total Trading Volume: 335.7M.
- Update on TYVIX & RVX.
- VIX Cash: VIX cash remains south of 15 handle.
- VIX Futures: Dramatic movements in CBOE Skew Index. Two weeks ago: 151.22, last week: 121.02, this week: 134.63. Previous high around 140 last year.
- VIX Weeklies - Week 4: Another robust volume week for weeklies
- VIX Options: Total 6.76m (4.80m calls, 1.95m puts)
- Gold: Fed squeezing gold yet again. GVZ: 15.77
- Crude Oil: OIV: 43.16, OVX: 43.63
Crystal Ball: Earnings season in full swing. Nonfarms next Friday.