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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.

Oct 27, 2014

Volatility Views 133: Skew Inversions and Dynamic Hedges

Volatility Review: The week in vol

  • VIX Cash: Most major indices up on the week - volatility returns to Rocktober. High - 23.08, Low - 15.56.
  • VIX Options: A whopping 6.14M contracts total.
  • OTC Volatility: Volker rule and its impact on liquidity.
  • VXST: When is it...

Oct 20, 2014

Volatility Views 132: Wearing Tin Foil Hats in Crude Oil

Volatility Review: A week in volatility

  • VIX Cash: Quite a week for VIX cash.
  • VIX Options: Again, serious volume in VIX options this week. Top OI Positions: 367,046 VIX Nov-14 20 calls, 354,540 VIX Oct-14 17 calls, 244,354 VIX Jan-15 20 calls.
  • VXST: Another wild...

Oct 13, 2014

Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex

Volatility Viewpoint: Today’s guest is Scott Nations, president and chief investment officer NationsShares. NationsShares and ISE have partnered on a new volatility product – Voldex. He discusses:

  • Why is this methodology superior to the current VIX...

Oct 6, 2014

Volatility Views 130: Talking Volatility Skew

Volatility Review: What happened last week in vol?

  • VIX cash: A decent range this week. Non-farms taking the remaining juice out of the market.
  • VIX options: Top OI Positions: 351,982 VIX Nov-14 20 Calls, 339,931 VIX Oct-14 17 Calls, 317,207 VIX Oct-14 20 Calls.
  • Big VIX...