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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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Volatility Views 180: Busting VIX Meltdown Myths

Nov 2, 2015

Volatility Review: Today's guest is guest: Russell Rhoads from the CBOE Options Institute. The panel discusses:

  • CBOE Earnings Update - Trading volume increases 6 percent, with record trading volume in index options and futures. Total trading days: 64. ADV: 5.25M, Total Trading Volume: 335.7M.
  • Update on TYVIX & RVX.
  • VIX Cash: VIX cash remains south of 15 handle.
  • VIX Futures: Dramatic movements in CBOE Skew Index. Two weeks ago: 151.22, last week: 121.02, this week: 134.63. Previous high around 140 last year.
  • VIX Weeklies - Week 4: Another robust volume week for weeklies
  • VIX Options: Total 6.76m (4.80m calls, 1.95m puts)
  • Gold: Fed squeezing gold yet again. GVZ: 15.77
  • Crude Oil: OIV: 43.16, OVX: 43.63

Crystal Ball: Earnings season in full swing. Nonfarms next Friday.