Best of Volatility Views 269: One More VXX Reverse Split

This episode was originally posted on August 28th, 2017.


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


The numbers:


• VIX Cash - 12.33, a high of 14.45 on Monday.

• VVIX - 100

• CBOE Skew Index - 130


Russell's Weekly Rundown


• VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts)

• VXX reverse split trade


Volatility Voicemail: Listener questions and comments


Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right.


Question from FContangotrader - What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work


Comment from FContangotrader - Mark Sebastian, so how do you hedge your gamma and your mother in law?


Crystal Ball: Wild and reckless prognostication


Last week


• Mark L. - 13.55

• Mark S. - 12

• Kevin - 18.25

• Guest - 14.30


This week


• Mark L. - 11.75

• Mark S. - 11.00

• Russell - 10.80