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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 23, 2016

Volatility Review: What happened this week in volatility?

  • Much ado about nothing?
  • Vol higher, but range is another story
  • Why does VIX sometimes understate volatility?
  • Why aren't people using weeklies strategically?
  • Russell channels Columbo
  • Volume and OI low as nothing looming on the economic calendar
  • What will the Fed to, and when?
  • Headlines versus revisions
  • RUT = growth; SPX = value?
  • Why hasn't OVX dropped given the underlying?

Crystal Ball: Where will the VIX close on Friday? Russell: 14.75. Memorial day is coming, that means an extra headwind is coming our way. Mark S.:Below 14 at 12:30 central time, but 15 at 3:00 pm central time. People taking things easy, with a big vol dump on the 25th and 26th.