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Volatility Views 302: Mother of All VIX Bombs

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Synopsis

Volatility Review: A look back at the week from a volatility perspective. VIX Cash is still hanging around in the teens. VVIX - 97, pretty much unchanged from last week. VIX Options - ADV: 1.05M, VIX call/put: 2.6/1, Total 6.29m (4.55m Calls, 1.74m Puts) How is the VIX July 10-75 strangle doing? VXX - 42.50 OIV - 26.5, 2.5 points lower than last week. GVZ: 12.25, 1.25 points lower than last week. Volatility Voicemail: Last week's volatility flash poll Which product/segment do you think will experience the most Volatility over the coming trading week (through the close on Friday 2/20) SPY SPX VIX WTI Crude Gold Bitcoin BTC GLD USO 28% - S&P500: SPY, SPX. VIX 8% - Gold: GLD, Comex 28% - Crude Oil: WTI, USO 36% - Bitcoin: BTC Options question of the week VIX is back in the mid-teens. Are you buying this Volatility reprieve or is this merely calm before the storm? Quite simply - Where do you think VIX will end the week? Here: 16-18 Higher: 18-20 Even Higher: 20-25 Lower: 14-16 Yet Another Options Flash