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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 9, 2016

Volatility Review: CBOE Livevol launches new data shop website: Non-farms and volatility: VIX can be deceiving as steep curve shows uncertainty. New VIX ETFs: VMAX/VMIN.

Russells Weekly Rundown:

  • VIX Options: A light volume week overall: only one day even remotely exceeding ADV. Total 7.63m (5.58m Calls, 2.05m Puts)
  • Earnings: Last week premium buyers won the day, this week premium sellers are in charge.
  • ATVI - $34.60, ATM straddle $2.45, approx. 7%

Question of the Week Earnings Straddle Battle edition: Which will be more accurate TSLA $20 (8%) or BABA $4.70 (6%) ?

  • 26% Tesla
  • 31% Baba.
  • 17% Sell both!
  • 26% Buy both!

Volatility Voicemail: Listener questions and comments

  • Question from Topcat - Are options less risky and volatile than contracts for difference?
  • Comment from Mark Brant - Since VIX inception, VIX trends up from July to Oct. every year! Just like seasonality in grains!Sweet! @Options ATO: Selling 1k July 18 Puts to buy 2k July 29 Calls for even money! Really liking this play!

Crystal Ball: It's time for everyone's favorite game: Guess where VIX will close. Here are the predictions from when we last met:

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

And for this week:

  • Russell - 15.5
  • Mark S. - 13
  • Mark L. - 14