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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 31, 2015

Volatility Review: Black Monday Redux

  • The Dow Jones Industrial Average briefly slumped more than 1,000 points, its biggest point-drop ever.
  • VIX Cash hit 53.29 at 10am and VIX did not update for 30 Minutes as options quotes got erratic.
  • AAPL hit low of $92 before rebounding.
  • VVIX: Hit a high of 212 on Monday 8/24.
  • VXUP/VXDN: VXUP did 813k shares on Monday - VXDN 650k.
  • Crude Oil: OVX - 51.80, OIV - 51.12

Volatility Voicemail: Listener questions and comments

  • Question from Inchon55 - Was this the week that VIX traders have been waiting for? It seems like they have been buying calls in the 20-strike range all summer with no payoff. Now we finally got the pop they needed. Will this lead to a flurry of more call buying in the months to come?
  • Question from Jim J - Question for Volatility Views - This was a crazy week for Vol traders. What was the craziest thing that jumped out at you?
  • Comment from JoeJoe: Why is everyone making such a big deal about the selloff on Monday? Flash crash? Market manipulation? That is BS! It is August. Everyone knows the market is thin in August. Does this really come as a surprise to anyone?