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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.

Apr 25, 2016

Volatility Review: The VIX has traded below 20 for 37 straight days, the longest such streak in 13 months. The gauge slid 2.2 percent to 13.64 at 9:48 a.m. in New York.

Russells Weekly Rundown:

  • VIX Options: A strong volume week - particularly Wednesday. Total 6.83m (5.32m Calls, 1.51m Puts)
  • SEC extends test period to...

Apr 18, 2016

Volatility Review: VIX got crushed, VIX IV did not. CBOE announced it has created a series of 13 "Buffer Protect Indexes."

Russells Weekly Rundown:

  • VIX Options: A strong volume week - particularly Wednesday (1.08M). Total 8.52M (6.46M Calls, 2.07M Puts)
  • Trading hours for RVX Futures expanded - new start time...

Apr 11, 2016

Volatility Review: Russells Weekly Rundown

  • VIX Options: A moderate volume week.
    • M: 266K
    • T: 400K
    • W: 572K
    • Th: 614K
    • Total 7.45m (5.73m Calls, 1.72m Puts)
  • Crude Oil: OIV/OVX - 46, almost touched 80 back in mid-February.
  • Gold: GVZ 19.32 - Well off recent highs.

Volatility Voicemail: One giant listener...

Apr 4, 2016

Volatility Review: Nonfarms and volatility.

Looking back on Q1:

  • VIX High - on Jan. 20, Low - 13.06 on March 30, VVIX High - 121.15. VVIX Low 77.29. The great crushing - VIX Cash falls 50% in about a month.
    Did the VIX fall too far, too fast?
  • VIX Options: A fairly light volume week. Total 6.85m (5.26m Calls, 1.59m...