VV 369: The Vol Worm Turns While VIX Gravity Battle Rages
Volatility Views · The Options Insider Radio Network
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Show Notes
- Host: Mark Longo, The Options Insider Media Group
- MIAX HOT SEAT CO-HOST: Dave Lincoln, The Short Vol Show
- Co-Host: Andrew Giovinazzi, Option Pit
VOLATILITY REVIEW
Update on the latest trades, trends and developments in the world of volatility including:
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JUDGING BY THE VOLATILITY MARKET YOU'D NEVER KNOW THAT WE HAD A HISTORIC ATTACK ON THE OIL INFRASTRUCTURE THIS WEEK.
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VIX cash, Spikes,VIX Futures and VVIX overview.
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VIX options breakdown - decent volume week
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Spikes options breakdown - 13.95 - DOWN .25 FROM LAST SHOW
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VIX cash - 13.90 - ALMOST EXACTLY UNCHD FROM LAST SHOW
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VVIX - 96.5 - DOWN 3 PTS FROM LAST SHOW
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VIX Futures Curve - STILL IN CONTANGO.
FROM MATT THOMPSON:
- Spot $VIX "gravity" on VIX futures does not get stronger when the curve is steep. In fact, the opposite.
- Why? Because steep curve = a lot of time to expiration. and "gravity" has the greatest effect when a future is close to expiration
- And much more...
THE CRYSTAL BALL
Where will VIX/SPIKES be next week?
- MARK: 14.25
- ROCK LOBSTER: 13.59
- DAVE LINCOLN: 12:08