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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.

Aug 29, 2011

Volatility Views 20: Divergence & Convergence

Volatility Review: A rundown of VIX, Euro VolContracts, and the equity markets. Interestingly, we have the simultaneous expiration of both the one- and three-month products, so what does their discrepancy in implied volatility suggest? Mark Sebastian gives his volatility...

Aug 22, 2011

Volatility Review: Volatility contracts have calmed a little - a surprise given what the recent history for the previous contacts has been. A rundown of the weekly VIX, Euro VolContracts, and the equity markets. Plus Mark Sebastian gives his volatility review.

Volatility Viewpoints:
Special guest Euan Sinclair...

Aug 17, 2011

Volatility Views 18: The Chicago Way

Volatility Review: Volatility has been on quite the roller coaster since the last show. A rundown of the weekly VIX/Volatility as well as the Euro Vol. Plus Mark Sebastian gives his volatility review. 

Volatility Viewpoint:  Special guest Dan Keegan from the Chicago School of...

Aug 17, 2011

Volatility Views 17: Busting Volatility Skew Myths

VOLATILITY REVIEW:  The debt ceiling deal and its effect on the market. Euro VolContracts trading on the CME.

VOLATILITY VIEWPOINT:  Busting Skew Myths!!!! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders...

Aug 17, 2011

Volatility Views 16: Risk Premium

Volatility Review:  Interesting week with the market not doing much, but volatility increased anyway.  The market's "in a pickle" until the debt issue is resolved.  July 8 was the fifth expiration for the Euro VolContract, which showed greater than 29% movement in the price during the...