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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.

Dec 27, 2016

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

  • VIX Cash - 11.75
  • VVIX at 89, rebounding slightly off late-November ow of 79.
  • VIX Futures: Approx. 2.5 point premium cash vs. Jan future.

Russells Weekly Rundown:

  • Watching the Dec 28 strike
  • VIX Options: ADV - 550k. A decent volume week, several...


Dec 19, 2016

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

  • VIX Cash: 12.3
  • VVIX: 91
  • VIX Futures are about 2.5 handle premium between cash & Jan futures.
  • VIX Options: 845K contracts on Tuesday lighter volume the rest of the week. Total 7.79m (5.49m Calls, 2.30m Puts)
  • Oil: Crude Vol continues to be crushed...


Dec 12, 2016

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

  • VIX Cash - 12.3
  • VVIX - 91

Russells Weekly Rundown:

  • A glimpse into Russells RMC Asia excursion.
  • VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts)
  • Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF...


Dec 5, 2016

Volatility Review: The Trump vol selloff seems to have stabilized. VIX Cash: 14. VVIX : 97. VIX Options: Light volume week coming off the holiday, and even mild volume heading into non-farms. Total 5.97m (4.16m Calls, 1.81m Puts). Oil Volatility: OIV: 40. XLE is up 8% since Tuesday, volume 1.5x ADV - calls slight over...


Nov 28, 2016

It may seem like it was years ago, but Brexit dominated the headlines, and Volatility Views a mere five months ago.

In this "Best of Volatility Views" we go back to the episode before the historic vote and look at the ensuing volatility explosion.