Aug 25, 2014
Volatility Views 124: Volatility Pairs Trading
Volatility Review: Yellen and Putin both, but not collectively, having an effect on volatility. VIX futures: August settlement comes in a little more in line, as opposed to last month. VIX options: Top Strikes: Sept 19 calls, Sept 20 calls, Sept 16 calls. VXST options: A...
Aug 18, 2014
Volatility Views 123: VIX Roars but VXST Whimpers
Volatility Review: The week in vol
Aug 11, 2014
Volatility Views 122: Goldman Straddles and Buffett Puts
Volatility Review: VIX cash range: 14.69-17.30. VIX futures trading above cash for quite a bit this week. VIX options 3.4/1 call/put ratio. Top open interest positions:
Aug 4, 2014
Volatility Views 121: Something Is Odd with Volatility Skew
Volatility Review: VIX hovering around 16 one handle higher than it was last week. VXST is averaging around 18. Volatility skew - some very strange occurrences this week.
Volatility Voicemail: Listener questions and comments.