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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 21, 2016

Volatility Review: Everyone goes to Boca and volatility falls out of bed. Vol of vol coming in as well, VVIX: 84.

Russells Weekly Rundown:

  • VIX Options: A fairly strong volume week.
  • Thurs: 909k, Weds: 675k, Tues: 704k, Mon: 573k, Total 5.30m (4.02m calls, 1.28m puts)
  • Crude Oil: OIV/OVX - 46, about 49 today, almost touched 80 back in mid-February, multi-year high.
  • Gold: GVZ 18 - well off recent highs. GVZ - peaked around 28 back in mid-February - last hit these levels in June 2013 - so nearly 3-year high.

Volatility Voicemail: Listener questions and comments

  • Question from George K. - What is the thought process regarding the new SPYIX and hedging? Can you hedge it with VIX Futures?
  • Question from BJLane - VIX vs. RVX - Which performs better for call verticals? Which pops better when it hits the fan?
  • Question from Jacro - Why no volume in RVX?

Crystal Ball: VIX Predictions:

  • Russell - 15.5/8
  • Mark S. - 14.25
  • Mark L. - 15