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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.

Nov 9, 2015

Today, Mark is joined by:

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

  • Non-farm numbers and the resulting market reaction
  • Bifurcated earnings season
  • A less volatile VIX?
  • SKEW index
  • Earnings crush
  • VIX weekly options
  • Is there a new 12 for VIX?
  • Put love in VIX-land
  • Mark S. extrapolates VIX weekly trading for the past seven years
  • Earnings! The force is strong with DIS.
  • Crude: WTI Skew

Volatility Voicemail: Listener questions and comments

Question from Adam S.: Hello, is there a correlation between imp vol and move in the stock before earnings? I noticed that aapl imp vol is still 33% even though they will report on Tuesday. Does that imply there will be a small move? Nflx was in the 80s and it moved 10%. I sold put and still made money. Would you sell strangles otm to benefit from vol collapse?

Question from Pick6: Are there too many VIX-related products? Have any of them ever failed?

Crystal Ball: Earnings season! What will the Fed do in December?