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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 30, 2012

Volatility Views 38:  The Great Skew Debate

Volatility Review:  What is going on with the VIX? How low can it go?  Sebas sees VIX going to 16. Don gives a Euro VolContract update, noting the equity-like behavior (underlying increased, while vol dropped).  Looking forward to the Nasdaq 100 VolContracts.

Jan 23, 2012

Volatility Views 37: Volatility: How Low Can It Go?

Volatility Review: Might we see VIX below 20 for some time to come? Euro vol up slightly since last week -- Bob Krause called it correctly. Two weeks to go in the Feb VolContract.

Volatility Viewpoint: Don gets a chance to give his views on last week’s topics and...

Jan 17, 2012

Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX

Volatility Review:
Another interesting week in general volatility. Although predicted to settle around the new mean of 23-25, VIX is down to 19. Where will it go next? CBOE has finally put out an adjustment to their settlement process. Euro...

Jan 9, 2012

Volatility Views 35: Aggressively Selling Volatility in the New Year

Volatility Review: After a holiday hiatus, Mark, Don, and Mark Sebastian discuss and review current and upcoming vol in 2012. The $64,000 question: Why is vol getting crushed? What's happening in the Euro zone?

Volatility Viewpoint: A grab bag of...