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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 186: The Great Vol Skew Debate

Volatility Views 186: The Great Vol Skew Debate

Dec 21, 2015

Volatility Review: Welcome to the Post-Fed era.

  • VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show.
  • VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday.
  • Oil: Who is the bear driving up the price of U.S. stock options?

Volatility Voicemail: Listener questions and comments

  • Question from NJ42 - Where do you think the next big development will come from in volatility research or trading?
  • Question from Alistair - Why are the volatility offerings effectively limited to the S&P 500? Why are there not any real offerings for commodity volatility? People active in those markets also want to hedge their volatility risk?

Crystal Ball: What is left after the Fed?