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Volatility Views 280: Tapping the Secret Sources of VIX Info
Manage episode 191977235 series 30694
Volatility Views 280: Tapping the Secret Sources of VIX Info
Volatility Review: A look back at the week from a volatility perspective
- VIX cash: VIX briefly flirted with 12
- VVIX: 98.5 - 7 points higher than last week
- CBOE SKEW Index: 129 - 8 points higher than last week
- VXN: 15.04 - .5 points higher than last week
Russell's Weekly Rundown:
VIX Options:
- ADV - 758k
- Thurs - 1m
- Weds - 632k
- Tues - 899k
- Mon - 442k
- VIX call/put: 3.8 - Russell is nervous
Hot VIX strikes
- 710842 .VIX Dec 20th 25.0 C, chg +67163
- 515136 .VIX Dec 20th 15.0 C, chg -1377
- 400697 .VIX Nov 15th 20.0 C, chg +5029
- 372447 .VIX Dec 20th 12.0 P, chg +829
- 334283 .VIX Nov 15th 21.0 C, chg -5413
- 308546 .VIX Dec 20th 22.0 C, chg +4167
- 263899 .VIX Nov 15th 17.0 C, chg +11157
- 240963 .VIX Dec 20th 20.0 C, chg +7087
- 226612 .VIX Nov 15th 15.0 C, chg -3270
- 222571 .VIX Dec 20th 17.0 C, chg +4591
- Total 12.7m (10.1m Calls, 2.61m Puts)
VXX: 34 - almost unchd from last week
Top VXX positions
- 114719 VXX Jan19 10.0 P, chg +22
- 75429 VXX Jan 10.0 P (Nonstd VXX2), no chg
- 75157 VXX Jan19 5.0 P (Nonstd VXX2), no chg
- 60900 VXX Jan 5.0 P (Nonstd VXX2), no chg
- 55450 VXX Jan 5.0 P (Nonstd VXX1), no chg
- 55150 VXX Mar 24.0 P, chg +408
- 49560 VXX Jan 7.0 P (Nonstd VXX2), no chg
- 46458 VXX Nov 38.0 C, chg -1763
- 43537 VXX Jan 20.0 C (Nonstd VXX2), no chg
- 43457 VXX Jan 8.0 P (Nonstd VXX2), chg +6
- Total 3.88m (1.78m Calls, 2.10m Puts)
Volatility Voicemail: Listener questions and comments
Options question of the week: Trading #Options during #Earnings is a coin flip. But you know you love to do it. What's your #Earnings #Options MO?
- Buy Calls/Call Spreads
- Buy Puts/Put Spreads
- Sell Puts/Put Spreads
- Fly/Iron Fly/ Iron Cond.
Listener questions and comments
- Comment from TMal: Big options sell firm gain AUM as they do well. They are another "natural seller" of options (weekly and monthly).
- Question from Chris Thomas: Hey guys. Trading a long calendar on VIX is a bad idea in that what you pay isn't the max loss. It's possible for the closer expiration to experience a larger move than the back month and thus you can lose more than you make? I believe I understand that correctly so my actual question is, is this true for SVXY and VXX? Thanks for imparting your knowledge so us plebeians can learn.
- Question from Encinoj: Here’s my time strangle trade idea for VIX. Buy 1-2 yr VXX 20% OTM puts and also buy approx. 3 mth. 20% OTM VIX calls.
Crystal Ball: Wild prognostication ensues
Last week:
- Andrew: 9.99
- Russell: 8.95
- Mark L: 9.55
This week:
- Mark S.: 9.99
- Russell: 9.15
- Mark L.: 9.65
614 episodes
Manage episode 191977235 series 30694
Volatility Views 280: Tapping the Secret Sources of VIX Info
Volatility Review: A look back at the week from a volatility perspective
- VIX cash: VIX briefly flirted with 12
- VVIX: 98.5 - 7 points higher than last week
- CBOE SKEW Index: 129 - 8 points higher than last week
- VXN: 15.04 - .5 points higher than last week
Russell's Weekly Rundown:
VIX Options:
- ADV - 758k
- Thurs - 1m
- Weds - 632k
- Tues - 899k
- Mon - 442k
- VIX call/put: 3.8 - Russell is nervous
Hot VIX strikes
- 710842 .VIX Dec 20th 25.0 C, chg +67163
- 515136 .VIX Dec 20th 15.0 C, chg -1377
- 400697 .VIX Nov 15th 20.0 C, chg +5029
- 372447 .VIX Dec 20th 12.0 P, chg +829
- 334283 .VIX Nov 15th 21.0 C, chg -5413
- 308546 .VIX Dec 20th 22.0 C, chg +4167
- 263899 .VIX Nov 15th 17.0 C, chg +11157
- 240963 .VIX Dec 20th 20.0 C, chg +7087
- 226612 .VIX Nov 15th 15.0 C, chg -3270
- 222571 .VIX Dec 20th 17.0 C, chg +4591
- Total 12.7m (10.1m Calls, 2.61m Puts)
VXX: 34 - almost unchd from last week
Top VXX positions
- 114719 VXX Jan19 10.0 P, chg +22
- 75429 VXX Jan 10.0 P (Nonstd VXX2), no chg
- 75157 VXX Jan19 5.0 P (Nonstd VXX2), no chg
- 60900 VXX Jan 5.0 P (Nonstd VXX2), no chg
- 55450 VXX Jan 5.0 P (Nonstd VXX1), no chg
- 55150 VXX Mar 24.0 P, chg +408
- 49560 VXX Jan 7.0 P (Nonstd VXX2), no chg
- 46458 VXX Nov 38.0 C, chg -1763
- 43537 VXX Jan 20.0 C (Nonstd VXX2), no chg
- 43457 VXX Jan 8.0 P (Nonstd VXX2), chg +6
- Total 3.88m (1.78m Calls, 2.10m Puts)
Volatility Voicemail: Listener questions and comments
Options question of the week: Trading #Options during #Earnings is a coin flip. But you know you love to do it. What's your #Earnings #Options MO?
- Buy Calls/Call Spreads
- Buy Puts/Put Spreads
- Sell Puts/Put Spreads
- Fly/Iron Fly/ Iron Cond.
Listener questions and comments
- Comment from TMal: Big options sell firm gain AUM as they do well. They are another "natural seller" of options (weekly and monthly).
- Question from Chris Thomas: Hey guys. Trading a long calendar on VIX is a bad idea in that what you pay isn't the max loss. It's possible for the closer expiration to experience a larger move than the back month and thus you can lose more than you make? I believe I understand that correctly so my actual question is, is this true for SVXY and VXX? Thanks for imparting your knowledge so us plebeians can learn.
- Question from Encinoj: Here’s my time strangle trade idea for VIX. Buy 1-2 yr VXX 20% OTM puts and also buy approx. 3 mth. 20% OTM VIX calls.
Crystal Ball: Wild prognostication ensues
Last week:
- Andrew: 9.99
- Russell: 8.95
- Mark L: 9.55
This week:
- Mark S.: 9.99
- Russell: 9.15
- Mark L.: 9.65
614 episodes
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