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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.

Mar 27, 2017

Volatility Review: Today we have special guest co-host: Ricardo Manrique, Executive Director/Index Business Management, Derivatives at MSCI.

  • VIX Cash - 13.12
  • VVIX - 89, VIX has closed below 13 for 54 consecutive sessions now, the longest streak since Feb. 2007.
  • CBOE Skew Index - 132, dramatically lower than earlier...

Mar 20, 2017

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

  • VIX Cash: 11.16
  • VVIX: 75
  • CBOE Skew Index: 153.66, highest since 6/27/16.
  • VIX Futures, Front month premium to cash - 0.5, Two month - 2

Russell's Weekly Rundown:

  • VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k
  • VIX...

Mar 13, 2017

Volatility Review: Vol Views is live from the 2017 RMC Conference in Dana Point, CA! Mark and Russell are joined by:

  • Bill Luby, VIX and More
  • Ilya Feygin, Managing Director, Wallachbeth

Themes from the event include:

  • Kelly criterion
  • How low VIX is
  • Buying options
  • Social media sentiment
  • Steepness of vol term...

Mar 6, 2017

Volatility Viewpoint: This episode features a special guest: David Hait, Founder of OptionMetrics.

He discusses:

  • A overview of Option Metrics and the Feb. 21 release on skew
  • What is the flavor of choice for skew at Option Metrics?
  • Why does he think we are seeing such a bid in VIX futures right now?
  • How does this term...