Volatility Views 344: The Return of Crazy Ratio Verticals
Volatility Views · The Options Insider Inc.
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Show Notes
VOLATILITY VIEWPOINT
Guest: Simon Ho - CEO, T3 Index
What about the burgeoning volatility market in Australia?
What is price dragging? How does it help to avoid the manipulation issues plaguing VIX?
Is SPIKES performing up to your expectations during the recent resurgence of volatility?
VOLATILITY REVIEW
Weak jobs and trade reports
SPIKES -17.25, 2.5-points higher than last show.
VIX Cash - 17.50, nearly 3-points higher than last week.
VVIX - 91, 11-points higher than last show
VIX Options - ADV: 499k, Total 9.23m
A ratio stupid of 1x3 roll in VIX
VXXB - 34.1, 2.6-point higher than last week.
CRYSTAL BALL
Next week:
Mark L. - 14.75 Mark S. - 13.75 Simon - 15.25