10 Year Note Vol is Too Cheap

The CBOE puts out the TYVIX index.  This is VIX methodology on CBOT 10 year note options.  Well,  despite all the fed govenors talking, and the an upcoming fed meeting,  AND all sorts of other economic data in the next 3 days,  TYVIX is about as cheap as it has been in the last year.


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TSLA term structure kinda backward

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TSLA has showed a backward term structure for a few weeks. I think it has to do with pre-orders for the new affordable e-car delivered sometime in the future.  All I can see is the TSLA Apr 01 Weekly 227.5 straddle is $11+ bid.  Someone wants to pay 90% vol for juice in TSLA outside the earnings cycle.

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Wasn't The VIX Smash Supposed to Be Last Week?

The VIX and VIX futures and all the VIX complex got smashed this week.  Many would argue that it already got smashed..the week of the 15th and then toward the end of last week as well.  The interesting part I think is that, the VIX cash index and that part of the complex did get smashed over the weekend of the 15th and a little bit of last week. But, as we noted here on this blog the Futures did NOT get smashed...until today.  The complex got destroyed today, take a look at how much things can change in a couple of days.

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