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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.

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  2. Volatility Views 178: The Primordial History of Volatility Skew

Volatility Views 178: The Primordial History of Volatility Skew

Oct 19, 2015

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

  • VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days
  • Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An Appetizer
  • VIX Weeklies: Another robust volume week.
  • VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper "buys" 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)
  • Crude Oil: OIV - 42.28, OVX - 41.99

Volatility Voicemail: Listeners have their say.

  • Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.