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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.

Sep 29, 2014

Volatility Views 129: Juicing Up BuyWrites

Volatility Viewpoint: Today’s guest is Russell Rhoads, who is a senior instructor at CBOE’s Options Institute.  He’s on to discuss a new white paper, A Leveraged Portfolio Management Approach Applying The CBOE S&P 500 2% OTM BuyWrite Index.

Summary: Historically, the CBOE...

Sep 22, 2014

Volatility Views 128: Gold Skew Palooza

Vol Review:  An update on the Alibaba IPO fury. VIX cash: High: 14.53. Low: 11.73. VIX futures: September settlement at 13.03 - right in the middle of the range.

VIX options- hot strikes:

  • 281480 VIX Oct-14 16.0 Calls
  • 253852 VIX Oct-14 17.0 Calls
  • 248014 VIX Oct-14 20.0 Calls


Sep 15, 2014

Volatility Views 127: Diving Into Treasury Volatility


Volatility Review:

  • VIX Cash: Catching a bid today as the market finally said farewell to the 2,000 Strike.
  • VIX Options: Calls are trading at a ratio of 13 to 1, with the biggest trade being a buyer of the Oct 22 calls. Call/Put Ratio - 3.8/1
  • VIX recalculation...

Sep 8, 2014

Volatility Views 126: A Big VIX Shakeup

Vol Review:

VIX Cash - A shortened holiday week. Market selling off a bit on Ukraine, after news of a cease fire.  Non-farms a non-event. 

Volatility story of the week - CBOE Incorporates SPX weeklies in VIX calculation starting Oct 6.

Question from Spreadjunkie - CBOE...

Sep 2, 2014

Volatility Views 125: The Holiday Fear Premium

Volatility Review:

A bit more volatility this weekend as opposed to last, because of the US Labor Day weekend. Trader taking time delay/Vol out of the market ahead of the weekend? VIX Cash. Trading in the 11.24-12.73 rangeVIX Options. 4.2/1 - Call/Put. Top OI...