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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.

Mar 15, 2016

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

  • VVIX - 95
  • Earnings volatility: The season is winding down - except for Dollar General

Russells Weekly Rundown:

  • VIX Options: A fairly strong volume week. Total 7.49m (5.54m calls, 1.95m puts). VIX faces challenge from trading robots unleashed by bats
  • Crude Oil: OIV/OVX - 52. WTI skew chart
  • Gold: GVZ 23.36 - Elevated

Volatility Voicemail: Listener questions and comments

  • Comment from Chic9 - Selling puts = blowout!
  • Question from Nic s. - Why was there such an emphasis on selling puts at RMC? Is that not an old strategy?
  • Question from JV - Can you explain the free cash flow yield theory and why it would help improve strike selection for selling puts?
  • Question from Labeach2 - Ratio verticals work in VIX what about SPX and SPY - sell 1 ATM buy 2 OTM to hedge and spec. No studies on that? Seems better than just blasting away ATM puts?
  • Question from JPeach - I really enjoyed the wrap up episode from the CBOE conference. I thought the discussion about the pension fund manager panel was particularly interesting. Two questions: 1. What percentage of pension funds out there use options in some capacity? 2. Is CBOE going to make that panel available to the public?

Crystal Ball: Where will the VIX close on Friday?

  • Russell - Above 25
  • Mark S. - Low 20s
  • Marl L. - 23