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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.

Apr 30, 2012

Volatility Views 51: Risk Managers: The Adults in the Group

Volatility Review: VIX options were absolutely crushed this week. Apple after earnings and its effect on NASDAQ vol. Don and Sebastian weigh in on VVIX.

Volatility Viewpoint: Volatility Views welcomes back Euan Sinclair, author and risk manager at Bluefin...

Apr 23, 2012

Volatility Views 50: Listener Mail Extravaganza

Volatility Review: NASDAQ (aka Apple+) is starting to see a rise in realized volatility, as had been anticipated. VIX looks like it is settling back into a range, so we will have to see if it holds where it is or moves yet again. We seem to be in flux; there's no real...

Apr 16, 2012

Volatility Views 49: How Best to Price Variance and Volatility Swaps

Volatility Review: It's funny how it didn't take long for our prediction of a range-bound VIX to be proven wrong! The VVIX has been high. Is a tradable VIX of VIX in the works? What have the NASDAQ and SPX vol of vol six-month averages...

Apr 9, 2012

Volatility Views 48: Masters of the VIX

Volatility Review: Not much vol action to report with the markets closed on recording day (Friday). Steep contango in VIX futures has lessened in the past few weeks. Long holiday weekend volatility didn't fully come out of VIX futures and index options, which is highly...

Apr 3, 2012

Volatility Views 47:  How Dynamic Volatility Can Reshape Your Portfolio

Volatility Review:  VIX review, with interesting corresponding elements relative to VIX and VIX skew. Monday massive overreaction to the market rally. NASDAQ vol review, driven by AAPL, which is slowing down a bit. 

Volatility Viewpoint: Mark,...