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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.

Aug 29, 2016

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

  • VIX Cash: Spiked over 14 this week thanks to Yellen & Co.
  • What will remain of vol after Yellen!? 21-day S&P realized Vol as of Wed. was 4.92.
  • Buy volatility ahead of a jam-packed 'Policy Month,' says Bank of America/Merrill Lynch.
  • VIX Futures:...


Aug 22, 2016

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

  • VIX Cash: Spiked to nearly 14 this week before dropping back below 12.
  • VIX Futues: Crazy term structure a hot topic last week.
  • Follow up question from JJK: Thanks for discussing my question on the show last week. If anything it seems like the...


Aug 15, 2016

Volatility Review: A look at the week from an options perspective.

  • VIX cash: Hit 52 week low this week: 11.02
  • VIX futures: Question from JJK: The Sep VIX futures are trading over $3 premium to cash. Seems pretty steep. Is the market pricing in a big sell-off in the near future?
  • VVIX: Currently at 96.78
  • VIX Options:...


Aug 8, 2016

Volatility Review: Breaking down the week from a volatility perspective

  • VIX cash: 11.39; hits a 52-week low.
  • VVIX: 88.14. Back below 100, but still elevated.

Russells Weekly Rundown

  • VIX Options: Moderate volume this week.
  • Mon: 547k, Tues: 522k, Weds: 367k, Thurs: 512k; Total 6.69m (4.44m Calls, 2.25m Puts)
  • Earnings...


Aug 1, 2016

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

  • VIX Cash: 12.39
  • VVIX: 89.33. Back below 100, but still elevated

Russell's Weekly Rundown

  • VIX Options: A light options week
  • Mon: 625k, Tues: 415k, Weds: 534k, Thurs: 475k; Total 6.07m (4.17m Calls, 1.91m Puts)
  • CBOE quarterly profits jumped 13.6...