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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.

Mar 30, 2015

Volatility Review: A look back at the week in vol 

  • VIX Cash: Low: 12.89 - High: 17.19
  • S&P: Skew Index: 122.86
  • VIX Futures: Stories from the front
  • Question - Hi Mark: My story is about a professional trader in VIX Futures who claims he lost heavily because the electronic broker he was trading through had the...


Mar 23, 2015

Volatility Views 151: The Fix on VIX

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

 

  • VIX Cash: Low: 12.54 - High: 16.37
  • VIX Settlement seemed somewhat controversial again this month.
  • VIX ETFs: TVIX and VIXY shares outstanding doubled over the past 5 weeks going into the bankers meeting...


Mar 16, 2015

Volatility Views 150: Doing Our VIX Term Structure Homework

Volatility Review: A look back at the week in volatility:

 

  • VIX Cash: Low: 14.71 - High: 17.19
  • Skew Index: 121.53
  • VIX Options: Total 5.58m (3.74m Calls, 1.85m Puts). Surprisingly light volume given the activity seen this week. Most days substantially under...


Mar 9, 2015

Volatility Views 149: History of Economic Data

Volatility Viewpoint: Mark & Bill breakdown the RMC Conference. The most interesting panels and presentations, surprising revelations, and other like or dislikes.

 

 

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

  • VIX Cash: Low: 13.25 - High: 15.33


Mar 2, 2015

Volatility Views 148: What Color Is the Dress?

 

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

  • VIX Cash: Low: 12.86, High: 15.48
  • Skew Index: 126.20
  • The extended hours for VIX options are set to begin Monday, March 2, while the extended hours for SPX options are expected to start on Monday,...