Volatility Views 312: VIX Laughs At Trade Wars
Trade Wars? VIX laughs in your general direction.Listen to Volatility Views 312: VIX Laughs At Trade Wars Volatility Review: What trade war? The market rallies despite the fact that the trade war has begun. Market review:
- VIX Cash - 13.75, 1.25-points lower than last week.
- VVIX - 103, almost unchanged from last week.
- VIX Options - ADV: 496K, VIX call/put: 2.7/1, Total 7.04m (5.16m Calls, 1.88m Puts)
- A lot of VIX risk reversals hitting the tape today.
- VXX - 34.6,0.5-points lower than last week.
- Crude Oil
- Short VIX Futures
- Long VIX Puts/Spread
- Long VXX Puts/Spread
- Short VIX Calls/Spreads
- Question from LVist - Are you guys as surprised as me by VXX's stubbornness? It refuses to break the 30 handle.
- Question from Casey - Is it me or is the vol space much more boring after VIX/SVXY? Those were my two favs. Seems like there's not much to take their place. What's the new short vol play?
- Mark L. -12.55
- Mark S. -12.95
- Mark L. - 12.50
- Mark S. - 12.90
- Guest - 13.63
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