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Volatility Views 344: The Return of Crazy Ratio Verticals
03/11/2019 09:46

VOLATILITY VIEWPOINT

Guest: Simon Ho - CEO, T3 Index

What about the burgeoning volatility market in Australia?

What is price dragging? How does it help to avoid the manipulation issues plaguing VIX?

Is SPIKES performing up to your expectations during the recent resurgence of volatility?

 

 

 

VOLATILITY REVIEW

Weak jobs and trade reports

SPIKES  -17.25, 2.5-points higher than last show.

VIX Cash - 17.50, nearly 3-points higher than last week.

VVIX - 91, 11-points higher than last show

VIX Options - ADV: 499k, Total 9.23m

A ratio stupid of 1x3 roll in VIX

VXXB - 34.1, 2.6-point higher than last week.

 

 

 

CRYSTAL BALL

Next week:

Mark L. - 14.75
Mark S. - 13.75
Simon - 15.25

 

 

 

 
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