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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.

Jun 29, 2015

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

  • VIX Cash: VIX poised to start moving aggressively again?
  • VVIX: Hovering around 85 - near the low end of its 1-year range.
  • VIX Options: Back to light volume - all sessions below 500k. 3.8/1 Calls over puts.
  • RVX: OI 62 contracts.
  • VXUP / VXDN: Light...

Jun 24, 2015

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

  • June VIX settles at 14.67
  • VIX Futures: Front month down to 15.15
  • VIX Options: VIX call/put = 3.9 - getting more attention again.
  • RVX: OI 61 Contracts
  • VSTOXX: Hit 5-month high of 27.75 on Monday ahead of the emergency meeting on Monday....

Jun 15, 2015

Volatility Review: Greek vol not amounting to much. Setbacks in Greek debt talks on Friday bringing a little vol back to the marketplace. Traders aggressively hitting volatility going into the weekend.

  • VIX Cash: High of 15.74 on June 9. VIX trending lower throughout the week finally breaking the 13 handle...

Jun 8, 2015

Volatility Review: An action packed week on the market - shrugging off the non-farms.

  • VIX Cash: Major indexes selling off over 1% Thursday.
  • VIX Options: A big call stupid going up in June/July 20s.
  • VXUP/VXDN: VXDN not catching fire like the VXUP
  • Crude Oil: OIV & OVX
  • IMF: The Mark-Jared bets continues.


Jun 1, 2015

Volatility Review: The week in review, from a volatility perspective

  • Some action earlier this week as S&P dropped over 1% and VIX popped to the 14 handle.
  • VIX Futures: Front month future flirted with 15 during the selloff.
  • VIX Options: Anemic volume week post-holiday - only 63k contracts through 11am. Still mostly call...