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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.

Jul 27, 2015

Volatility Review: In this episode, we are joined by guest co-host Mark Shepherd, Derivatives Strategy Consultants.

  • VIX Cash: VIX selloff finally over - VIX cash stabilized around the 13 handle this week.
  • VIX Futures: New weeklies listed this week.
  • VIX Options: Calls over puts: 2.9 / 1. Solid volume week - most days...

Jul 20, 2015

Volatility Review: Today's guest is Mike Thompson, Typhon Capital

  • VIX Cash: An apocalyptic week for VIX - Largest 5-day drop in the product history.
  • VVIX: 85.55 - Back at the low end of recent range.
  • VIX Futures: Keeping an eye on the term structure. Weekly VIX Futures coming next week, finally!
  • VIX Options: Calls over...

Jul 13, 2015

Volatility Viewpoint: The guest today is Scott Maidel, Derivatives Research, FTSE Russell Investments.

He discusses:

  • His viewpoint on current volatility landscape
  • VIX spot level - Did VIX cash perform as expected?
  • What are volatility strategies?
  • How to talk about volatility mechanics and characteristics with clients?