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Volatility Views

Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.

Jan 27, 2014

Volatility Views 96: Harvesting Volatility Risk Premium

Volatility Review: An ugly, ugly day across the board for Vol. S&P down 2%. VIX settlement last Wednesday. What is it about Feb that brings out the VIX call buyers en masse?

Volatility Viewpoint: Today’s guest is Scott Maidel, Senior Portfolio Manager of Equity...


Jan 21, 2014

Volatility Views 95: When the Crazies Emerge

Volatility Review: Activity review for VIX futures, VIX options, RVX and VIX-related ETPs. Extended hours working for VIX. VXST approval expected in February.

The 2013 numbers are in:

  • VIX futures 2013 annual ADV - 159K - Up 67% from 2012.
  • VIX options 2013 annual ADV - 567K -...


Jan 13, 2014

Volatility Views 94: We Are Back!

Volatility Views is back from hiatus and in this episode, Mark is joined by Mark Sebastian and Pat Fay, Director of Listed Derivatives, Russell Indexes

Volatility Review: RVX options and futures are back.  Why bring them back? What’s unique to the RVX relative to the VIX? An...