Volatility Views 273: Rocket Men Plus Hurricanes Equals 9 VIX?

Volatility Views

Volatility Review: A look back at the week from a volatility perspective

The numbers:

• VIX Cash - A low of 9.54 on Thursday
• VVIX - 92
• CBOE Skew Index - 137.87
• ‘False Peace’ for Markets? A Trader Is Betting Millions on It

Russell's Weekly Rundown:

• VIX Options - ADV: 813k, VIX call/put: 3.5
• Total 9.96m
• OIV - 26.53

Volatility Voicemail: Listeners take over the show

Volatility Views/TWIFO Flash Poll: With $SPX #Volatility -aka $VIX- in single digits where are you getting your index vol fix these days?

• Russell 2000: $RVX, $IWM
• Dow: $DJIA, $VXD, etc.
• NASDAQ: $QQQ, $VXN, etc.
• Buying $VIX for rebound.

Listener questions and comments

• Question from Swatcat - Which instruments are there that are very liquid, if you are going long VIX? I have found one so far, ticker: VIXY / Nordic options trader
• Question from TicTac - You guys said it's not a good time for vix front spreads. Why not?
• Question from LA Town - Your call for worst Vol ETF?

Crystal Ball: Your prognostication headquarters

Last week:

• Mark L. - 11.5
• Mark S. - 11.01
• Russell - 12.25

This week:

• Mark L. - 9.8
• Mark S. - 10.5
• Russell - 11.11