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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.

Nov 17, 2014

Volatility Views 136: Oil Volatility and VXST Volume

Volatility Review: The week in vol


  • VIX Cash: VIX rallies - the market rallies has been a big story of this week. A lot of outlets have been jumping on the train.
  • VIX Options: 2.3/1 call/put
  • VXST: A decent week from a volume perspective. OI now at 10,244 (8,015 Calls/2,229 Puts)
  • Introducing the launch of Treasury VIX futures.
  • Crude Vol: XLE, Brent and WTI

Listener Mail: Listener questions and comments


  • Question from Timinc - Hello volatility views hosts. I appreciate your fine program although much of it exceeds my expertise. My question involves the Black-Scholes formula. I’m a student studying quantitative finance and we’re learning about this formula now. My professor stresses the value of this formula but is it still widely used in industry? Do I need to study Black-Scholes in order to get a derivatives quant or modeling job after I graduate?
  • Question from Alan Baxter - What is the best source for data on trading activity in the volatility swaps market?

Crystal Ball: Reckless, wild prognostication ensues. Jared flies solo in looking at the year ahead.