Sep 15, 2014
Volatility Views 127: Diving Into Treasury
- VIX Cash: Catching a bid today as the market
finally said farewell to the 2,000 Strike.
- VIX Options: Calls are trading at a ratio of
13 to 1, with the biggest trade being a buyer of the Oct 22 calls.
Call/Put Ratio - 3.8/1
- VIX recalculation (part 2). CBOE Futures
Exchange (CFE) announced today that it plans to launch futures
trading on the CBOE/CBOT 10-year U.S. Treasury Note Volatility
Index (ticker symbol VXTYN) beginning on Thursday, November 13,
pending regulatory review. Metals, Energy and International
Volatility Voicemail: Listener questions and
- Question from Victor C - Do you think the
failure of VXST has to do with the product being too much vol of
vol for most people? Is it just too wild of a product for the
mostly institutional VIX crowd?
- Question from Señor Pablo - Thanks for the
show Mark, and please say Hi to Jared and Andrew for me. You guys
have mentioned some of the VIX competitors in the past. It looks
like we will probably get at least one of them, if not both this
year. Which one, if any, do you think has the best chance in the
- Question from AltasSmirked - What is a
reasonable skew level for the SPX? At what level should I be
looking to buy puts? Where should I be thinking of selling
Crystal Ball: Wild volatility prognosticating
is in the house.