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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.

Aug 10, 2015

Volatility Review: A review of the week from a volatility perspective.

  • Volatility continues through earnings season - Disney and Tesla hit hard.
  • VIX Cash: 14.13 - Some juice coming back into the balloon.
  • VIX Futures: 12.16 - not as controversial as main VIX settlement.
  • VIX Options: Decent volume week - 770k contracts Monday. Total 7.95m (5.89m Calls, 2.05m Puts).
  • Crude Oil: WTI term structure - West Texas Intermediate is heading for its biggest monthly fall this year.
  • Gold: A prominent gold forecaster predicts the metal will drop to a mere $350 an ounce, a level unseen since 2003.
  • Gold Implied Vol: 12.1% as of July 14, 2015 and up to 18.8% on July 21, 2015

Volatility Voicemail: listener questions and comments

  • Question from Antimony - Question for the Vol Squad. Have you had a chance to look over the list of latest index products launched by the CBOE? Any contenders? Personally I think the weekly revamps of put and BXM have promise, along with the 30-delta BXM.
  • Question from Tommy Hendricks - What is your take on weekly VIX Futures so far? Hit or miss?

Crystal Ball: Our future vol predictions.