Options Industry

Volatility Views 247: 25 Is the New 30 in VIX


In which 25 becomes the new 30.

Download Volatility Views 247: 25 Is the New 30 in VIX

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

  • VIX Cash: 11.16
  • VVIX: 75
  • CBOE Skew Index: 153.66, highest since 6/27/16.
  • VIX Futures, Front month premium to cash - 0.5, Two month - 2

Russell's Weekly Rundown:

  • VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k
  • VIX Call/Put: 2.5 / 1
  • Total 11.6M
  • We have officially killed the 30 strike!
  • OIV/OVX - 28.22, spiked to nearly 35 last week on WTI sell-off
  • GVZ - 11.07
  • TYVIX - 4.37

Volatility Voicemail: Options #QuestionoftheWeek

$VIX = 11.50, $SNAP IV30 =56, $AAPL IV30 = 14, $OIV= 33. If you had to buy #Volatility-which is the best value?

  • $SNAP - aka Tween Vol
  • $AAPL - aka #iPhone Vol
  • $VIX - aka $VIX
  • $OIV -aka #Crude $VIX

Listener questions:

  • Question from MerchantAdventurers - Non jargon...lots are betting VIX goes lower, yes?
  • Question from Grow Your Business - There will be a day in the next 60 days that it will spike big. Should have a pool to see who guesses the correct date. April 13th!

Crystal Ball: Wild and reckless prognostication

  • Mark L. - 10.65
  • Mark S. - 10.90
  • Russell - 11.11

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About Mark S. Longo


Mark S. Longo is the founder of The Options Insider Inc. - a firm dedicated to providing free options information, education, news and analysis for options users. Whether it's on TheOptionsInsider.com, a leading online options destination; through Options Insider Radio, the world's only radio network for options users; or through a growing number of newsletters and live events, Mr. Longo continues to provide new ways to spread the word about options.Mr. Longo's analysis of the options market has appeared in a wide variety of domestic and international publications, including The Wall Street Journal, Financial Times, Reuters, Futures Magazine, and more. As one of the few industry commentators with practical options experience, he has developed a substantial following among industry veterans and newcomers looking for insight into this complex market. Mr. Longo began his career as an options trader on the floor of the Chicago Board Options Exchange.

Author's web site: http://www.theoptionsinsider.com


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