Volatility Views 538: The Great VIX Put Saga
The Options Insider Radio Network
00:00
VIX Options: The Top 10 Size Positions
The VIX is 1370 and the October future is basically 20. That there's definitely some risk premium priced in here, folks. The ADV also looking pretty robust at about 850 up about 26,000 contracts on the tape right now. We are still hanging out at the 8 to 2 calls over puts in our top 10 size positions in VIX options.
Play episode from 13:18
Transcript
