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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 184: Shadow Gamma and VIX Moral Hazards

Volatility Views 184: Shadow Gamma and VIX Moral Hazards

Dec 7, 2015

Volatility Viewpoint: Today's guest is Chris Cole, Managing Partner at Artemis Capital Management. They discuss Chris's now "infamous" letter to his investors, "Volatility and the Allegory of the Prisoner's Dilemma."

Volatility Review: A look back at the week from a volatility perspective, plus a review from RMC Asia.

  • VIX Cash: Volatility surges after sell-off and heading into Non-Farm Payrolls. VIX Cash: 18.11, VVIX: 101.80
  • What is the Fed impact on Vol?
  • SPX
  • CBOE Skew Index back to boring - This week: 135.26
  • VIX: A heavier volume week in VIX Options. Total 6.24m (4.57m Calls, 1.68m Puts)

Crystal Ball: Earnings season is winding down. FED on the horizon in December.