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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.

Jun 13, 2016

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

  • VIX Cash: High: 16.27 today. VIX remains somewhat muted heading into FOMC next week and Brexit the following week.
  • VIX Futures: All-time record high OI for VIX Futures: 501,835 on June 7
  • VVIX: Creeping back up toward the high of recent range. VVIX: 90.
  • VXX: 13.20
  • XIV: 32.56

Russells Weekly Rundown

  • VIX Options: Mon: 732k, Tues: 552k, Weds: 472k, Thurs: 585k.
  • Total 7.85m (5.75m Calls, 2.10m Puts)
  • Soybean Vol: Still crazy town in soybean volatility.

Volatility Voicemail: Listener questions and comments

  • Question from 777: Does the many VIX tradable products influence the underlying index to any great extent? Is the tail waging the dog?
  • Question from Skiball: Where do you see the VIX going and how will it impact stock picking in this market?

Crystal Ball: Russell finally gets the win by being the least-wrong with the 15.25 guess.

Where will the VIX close on Friday? Don't discount FOMC, Brexit.

  • Russell: 16.5
  • Mark S.: 18.01
  • Mark L.: 15.5