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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.

May 26, 2015

Volatility Review: Looks like the market started taking the weekend out on Thursday, and never looked back.

  • VIX Cash: Low: 12.09, High: 13.27
  • S&P 30-Day realized: 10, S&P 60-Day realized: 11 VVIX: 74.50 - on the lower end of its recent range.
  • Skew Index: 121.11 - also on the low end of recent range.
  • Put vs SPX White...

May 18, 2015

Volatility Views 158: Is VIX Without Contango Even Possible?

Volatility Review: A look back at the week in vol

  • VIX Cash: High: 15.13 - Low: 12.41
  • VVIX: 82.12
  • S&P 30-day realized Vol: 10
  • VIX Options: Total: 7.84m (5.84m Calls, 2.01m Puts)
  • Single largest VIX Options trade in History. Sold VIX July 17-23 1x2 call spread...

May 11, 2015

Volatility Viewpoint: Today's guest is Euan Sinclair, Author of Volatility Trading Editions 1 & 2, as well as Options Trading. He discusses:

  • What is driving the pronounced decrease in VIX?
  • What were the primary drivers of the dramatic increase in "Vol-of-Vol" we saw at the end of 2014?
  • CBOE is launching VIX weeklies...

May 4, 2015

Volatility Review: A look back at the week from a volatility point-of-view 

  • VIX Cash: Low: 12.33 - High: 15.29
  • VIX Options: Another modest volume week.
  • 75k May 20 calls purchased Wednesday for $.40.
  • Paper buying June 23 puts for $.15.
  • June 17-20 call spread vs 14.5 puts went up nearly 30k times. May/June 13.5 put...