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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.

Feb 27, 2012

Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery

Volatility Review: Euro vol review. How has the Greek settlement affected Euro Vol?  Nasdaq vol review.  S&Pā€™s overly dramatic brother, Nasdaq is an interesting beast these days. Many of the swings in the S&P are greatly exaggerated in...

Feb 21, 2012

Volatility Views 41: Breaking Open the Volatility Mailbag

Volatility Review: SPX/VIX review ā€” some level disparities between the VIX cash and the VIX futures. Euro vol is in single-digit territory. Nasdaq VolContract preview.

Listener Mail: Comment on the Great Volatility Skew Debate, Don's comments on volatility,...

Feb 13, 2012

Volatility Views 40: Manipulating The VIX

Volatility Review: Euro vol review. March Euro VolContract has an interesting phenomenon brewing ā€” realized vol calculation is 7.93, and the inferred volatility is 10.84. How or where will they meet? Major correlation break in VIX/S&P 500.

Volatility Viewpoint: Not afraid...

Feb 6, 2012

Volatility Views 39: Redefining Normal

Volatility Review: How low can vol continue to go? Dancing around 17 in VIX cash. We have finally reached perfect equilibrium. The last 22 trading days of realized volatiity was 6.73 for the S&P, the lowest Don has remembered since 1994. Lofty numbers have skewed people's ideas...