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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.

May 11, 2015

Volatility Viewpoint: Today's guest is Euan Sinclair, Author of Volatility Trading Editions 1 & 2, as well as Options Trading. He discusses:

  • What is driving the pronounced decrease in VIX?
  • What were the primary drivers of the dramatic increase in "Vol-of-Vol" we saw at the end of 2014?
  • CBOE is launching VIX weeklies soon. Does he feel they have the potential to succeed where VXST has failed miserably?
  • A sneak peek of any book he currently has in the works.

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

  • VIX Cash: Low - 12.10, High - 16.36
  • VIX Options: Total 6.62m (4.76m Calls, 1.86m Puts)
  • Crude oil: OVX & OIV

Volatility Voicemail: Listener questions and comments

  • Question from Mark Brant: Please address how IV chain structure can make a spread more viable or less viable and how liquidity affects such IV structures.
  • Question from AdamVega:Hello I am a big fan, thank you for your great shows. I have been looking for a platform that I use for Backtesting. I currently use thinkorswim but Backtesting is slow and not reliable. Any suggestions? Thanks AdamVega