Preview Mode Links will not work in preview mode

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.

Jan 30, 2017

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

  • VIX Cash: 10.63
  • VVIX: 80, off recent highs.
  • VIX Futures: Front month premium to cash: 2.1, two month premium to cash: 3.5

Russell's Weekly Rundown:

  • VIX Options: ADV - 580k; Thurs - 638k, Weds - 613k, Tues - 863k, Mon - 427k; VIX Call/Put:...


Jan 23, 2017

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

  • VIX Cash - 13
  • VVIX - 86
  • VIX Futures: Front month premium to cash - 1.5; Two month premium to cash - 2.70

Russells Weekly Rundown:

  • VIX Options: A heavy volume week. ADV 554k, Thurs - 405k, Weds - 850k, Tues - approx. 1M, Mon - Closed. VIX...


Jan 17, 2017

Volatility Review: A much quieter start to 2017 than 2016 so far.

  • VIX Cash - 11.54
  • VVIX - 90.5
  • VIX Futures: Front month premium to cash: < 1; Two-month premium to cash: 2.70
  • Expect 2017 to be more volatile than last year.
  • VIX Options: A heavy volume week - ADV: 554k; Total 7.5M (5.7m Calls, 1.8m Puts)
  • Oil Volatility:...


Jan 9, 2017

Volatility Review: A much quieter start to 2017 than expected. VIX Cash at 11.67. VVIX at 81. VIX Futures: Front month premium at 1.43. 2016 was a good year for the volatility business. From a CBOE press release: Several trading records were set for the year.

Russells Weekly Rundown

  • VIX Options: ADV: 544k
  • A fairly...


Jan 3, 2017

Volatility Review: VIX Cash - 13.45, Where is the Vol coming from?

  • VVIX: 89
  • VIX Futures: Approx. 1.4 point premium cash vs Jan future, about 1 point narrower than last week.

Russells Weekly Rundown

  • Interesting VIX weekly trades
  • VIX Options ADV: 550k
  • A very light volume week. 79k contracts on 12/27, lightest of the...