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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.

Sep 26, 2016

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

  • VIX cash:
    • Janet & Co. crushed vol. VIX cash back in the toilet, but futures are still rich
    • 30-day HV: 11
    • 30-day IV: 10
    • VXX: Futures setting up for a VXX implosion
    • VVIX: at 89, or 20 handles lower than last week
  • Russell's Weekly...


Sep 19, 2016

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

  • VIX Cash: High of 19.12 earlier this week. 30-Day HVOL: 11; 30-Day IVOL: 14
  • VVIX: Currently at 109 with a high of 116 this week

Russells Weekly Rundown:

  • VIX Options: A very active week. Mon - 951k, Tues - 1.3M!, Weds - 656k; Total 8.06m (5.62m...


Sep 12, 2016

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

  • VIX Cash: Back above 12; 30-day HV - 5; 30-day IV - 11
  • VVIX: 85

Russell's Weekly Rundown:

  • Interesting trade in the weekly VIX options.
  • VIX Options: Truncated trading week
  • Crude Oil: Mixed signals this week. WSJ: Crude stock drop sparks...


Sep 6, 2016

Volatility Viewpoint: Today we have a very special guest, Ricardo Manrique, Executive Director of Index Business Management and Derivatives at MSCI.

He discusses:

  • An overview of MSCI
  • Inroads into options and volatility, especially through CBOE partnership
  • Meeting investor demand for products related to...