Preview Mode Links will not work in preview mode

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.

Oct 26, 2015

Volatility Review: A look back at the week from a volatility perspective.

  • VIX Cash: Volatility erosion continues as VIX slips below the 16 handle - Low of 13.24 today. The volatility measure has been below 20 for 12 straight days.
  • Skew Index: A dramatic 30-point drop in The CBOE Skew Index - Last week: 151.22, this...


Oct 19, 2015

Volatility Review: A look back at the week from a volatility perspective.

  • VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days
  • Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An...


Oct 12, 2015

Volatility Review: A look back at the week from a volatility perspective.

  • VIX Cash: The streak is done - VIX firmly below 20!
  • VIX Weeklies finally join the party - decent volume for the first day.
  • A theory of why the VIX sputtered on Aug 24.
  • VIX Options: Some early call selling during the rallies - but primarily more...


Oct 6, 2015

Volatility Review: A look back at the week from a volatility perspective.

  • Moving up the list - 28 days over 20 in the VIX Cash.
  • VIX Options: A relatively light volume week - 500k contracts most days except for 9/30 - our 1x2 friend is back!
  • VIX: Total 7.77m (4.80m Calls, 2.97m Puts)
  • SPX: Spot Price = 1920.70....