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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.

May 2, 2016

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

  • VIX cash: Creeping back up - a crazy day, almost all of ourpredictions were valid today.

Russells Weekly Rundown:

  • VIX Options: A light volume week overall - only on day evenremotely exceeding ADV. Lots of put love on Friday: Total 7.26m(5.41m Calls, 1.85m Puts)
  • Earnings Volatility: A bad time for premium sellers. Most ofthe major names reporting the past few weeks have blown throughtheir straddles - AAPL, MSFT, GOOG, FB, AMZN

Volatility Voicemail: Listener questions and comments

  • Comment from Mark Melin - @RussellRhoads Talk about"anticipatory" nature of VIX futures. I have known several fundmanagers to play this as mean reversion
  • Comment from John K. - One of the Tyler Durdens @zerohedge is a“Credit Derivatives Strategist” @Options: Discuss.
  • Question from R_Chang - The VIX is hovering at 2016 lows. Isthis a good time to buy VIX calls to profit from a potential roarback into the 20s or beyond?

Crystal Ball: It's time for everyone's favorite game "Where willthe VIX close?!"

Last Week:

  • Russell - 16
  • Mark S. - 13.5
  • Mark L. - 14.5

This Week:

  • Russell - 18
  • Andrew - 15
  • Mark L. - 15.5