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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 23, 2015

Volatility Views 147: Men Cause Volatility

Volatility Review: A look back at the week from a volatility perspective

 

  • VIX Cash: High - 16.74, Low - 15.10
  • S&P: 30-day IV - 13, 30-day HV - 15, Skew Index - 131.30
  • VIX Options:  A decent volume week except for 2/19 with only 250k contracts. Total 3.39m (2.33m Calls, 1.06m...


Feb 17, 2015

Volatility Views 146: Betting on Fed Volatility

Volatility Review: A look back in the week from a volatility perspective

 

  • VIX Cash: High - 19.28, low - 15.26
  • S&P: 30-Day Imp. Vol - 13, 30-Day Hist. Vol - 16. Skew Index - 129.94
  • VVIX: Thursday Close - 93.24
  • VIX Options: 700K contracts on Feb 12, for a strong up day for...


Feb 9, 2015

Volatility Views 145: Debating Earnings Skew and Corporate Racism

Volatility Review: A look at the week in vol:

 

  • VIX Cash: High: 22.81, Low: 16.67
  • S&P: 30-day IV: 15, 30-day HVOL: 16, Skew Index: 127.54
  • VVIX: Thursday close: 98.56
  • VIX Options: Total 4.80m (2.86m Calls, 1.95m Puts)
  • Market now loving CBOE numbers, stock...


Feb 2, 2015

Volatility Views 144: Talking Earnings Volatility

Volatility Review: A look in the week from a volatility perspective

 

  • VIX Cash: High: 21.55, Low: 15.52
  • S&P: 30-day IV: 18, 30-day HVOL: 17, Skew Index: 130.44. Goldman says nap time for put sellers.
  • VVIX: Thurs close: 100.70, Week range: 91.85-109.99
  • VIX Options: Total...