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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.

Feb 29, 2016

Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost.

Russells Weekly Rundown:

  • Wednesday weeklys!

VIX Options:

  • Fairly light volume week.
  • Thurs: 488k, Weds: 495k, Tues: 409k, Mon: 735k.
  • Total 5.55M (3.89M calls, 1.66M puts)

Even more CBOE studies!
Crude Oil
Recent rumors of supply action...

Feb 22, 2016

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.

  • VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)
  • Crude...

Feb 16, 2016

Volatility Review: Earnings Volatility: TWTR and TSLA. Presidents Day holiday weekend coming out aggressively.

VIX Options:

  • A strong volume week. 1.2M contracts Thursday.
  • Total 6.87m (4.65m Calls, 2.22m Puts)
  • What is going to goose the VIX?

Crude Oil:

  • Volatility remains elevated - Crazy OIV spike on Weds, over 100.

Feb 8, 2016

Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX).

  • VIX Options: Total 5.81m (3.93m Calls, 1.88m Puts)
  • Earnings Volatility: LNKD after the bell: ATM straddle = $22, approx. 11.5%, after-hours move approx. $50.
  • Crude Oil: Wall St....

Feb 1, 2016

Volatility Viewpoint: VIX outside of "Red Zone" indicates no recession, Goldman says. The Goldman Sachs analysis shows the VIX is currently in a “low and rising” phase, which tends to last about two months on average.

  • VIX Options: Massive spread on Thursday - Paper buys Mar 27/35 vertical. Total 4.82m (3.15m Calls,...