May 28, 2019
VOLATILITY REVIEW
Trade war premium came and went… and then came back again!
SPIKES - 16.5, up 0.75 from last show
VIX Cash - 16.25, up 0.75 from last week
VVIX - 92, 3-points lower than last show
VIX Options - ADV: 708k, Total 6.62m (4.97m Calls, 1.65m Puts)
VXX - 28, unchanged from last show
CRYSTAL BALL
Next...
May 20, 2019
VOLATILITY REVIEW
Trade war premium came and went.
SPIKES - 15.75, down 4.25-points from last show
VIX Cash - 15.5, 4-points lower than last week
VVIX - 95, 8-points lower than last show
VIX Options - ADV: 668k, Total 10.2m (7.42m Calls, 2.73m Puts)
VXX - 28, 2-points lower than last show
Earnings Highlights:
Thursday -...
May 14, 2019
VOLATILITY REVIEW
Trade was premium is back as Trump continues to ratchet up the tariffs.
SPIKES - 20, up 7-points from last show
VIX Cash - 19.5., 7-points higher than last week
VVIX - 103, almost 20-points higher than last show
VIX Options - ADV: 459k, very low.
VXXB - 30.3, 5-points higher than last week, ADV: 167k
May 6, 2019
VOLATILITY VIEWPOINT
Guest: John Smollen, EVP, Head of Exchange Traded Products and Strategic Relations, MIAX
Guest: Simon Ho, CEO, T3 Index
VOLATILITY VOICEMAIL
Comment from Allegheny Lad - Cheers to the listener who said they hedge their VXXB downside with alcohol. I feel their pain and I raise my glass...