Apr 27, 2015
Volatility Viewpoint: Today’s guest is Mike
Thompson of Typhon Capital. He discusses:
- VIX Futures
- The mainstream acceptance of volatility
- VXX and VSTOXX
Volatility Review: A look back at the week
from a vol perspective
- A groundhog day in volatility.
- VIX: volume down significantly.
- VIX Options: Put love later in the week. June
14-18-21 fly spread going up.
- Gold: GVZ hitting a seven month long, near
the 15 handle.
- Crude Oil: The bulls are back in crude.
Volatility Voicemail: Listener comments and
- Question from Tim Engels - Been a lot of ink
lately about VIX volume being in the toilet. You guys have touched
on it once or twice on the program as well. Why do you think the
volume has fallen off a cliff?
- Question from Theist - Reading about delta
neutral strategies. But the profit seems small for each adjustment,
commissions seem large for the adjustments, and the values for many
of the variables (delta, vega) seem questionable at best. Is this
really a viable strategy over the long term or are there better way
to capture volatility in the marketplace?
- Question from Frank Underwood - Any good
mobile apps out there for volatility analysis? Seems like I am
always on the go and never at my desk when a good trading idea
Crystal Ball: Reckless prognostication.
Looking for VIX to rise over next week or two.