Volatility Views 275: Fed Data Rebukes Crowded VIX Trade Myth

Volatility Views

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

• VIX Cash - A low of 9.13 on Oct. 5
• VVIX - 91.79, CBOE Skew Index - 140

Russell's Weekly Rundown

• Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA
• VIX Options - VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts)
• VXX - 37.95, XIV - 100.57

Volatility Voicemail: Options question of the week

Break out your #VOLATILITY #CRYSTALBALL: $VIX is at new lows. Is an 8 $VIX looming or is this just a blip? Where will $VIX close Friday 10/6

• Right Here: 9-9.30
• Lower: < 9
• Slightly Higher: 9.3-9.60
• Much Higher: > 9.6

Listener questions and comments: What's on your mind?

• Question from Gunjan Banerji‏ - What were the hot $VIX strikes this past week?
• Question from PBiggers - What strategy will long vix while minimizing contango?
• Comment from FContangotrader - I took personal loan and i bought vxx put spreads long term while I'm long some gamma on $spy, speaking of crazy.
• Question from Lenz - When is the CBOE Asia conference?
• Crystal Ball: Wild and reckless prognostication

Last week:

• Mark L. - 9.7
• Andrew - 9.99
• Russell - 9.42

This week:

• Mark L. - 9.65
• Mark S. - 10.01
• Russell - 10.31