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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.

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  2. Volatility Views 212: VIX Puts and GLD Call Skew

Volatility Views 212: VIX Puts and GLD Call Skew

Jul 11, 2016

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

  • VIX Cash: About 15, lower than predicted.
  • VVIX: 90, back below 100, but still elevated.

Russells Weekly Rundown:

  • Weekly Futures
  • VIX Options: A light post-holiday week. Tues: 585k, Weds: 437k, Thurs: 386k, Total 7.15m (4.54m Calls, 2.62m Puts)
  • Earnings Volatility
  • VRX: Bullish options bets surge on Valeant
  • Crude Oil: Back in the toilet. OIV: 43, OVX: 43

Volatility Voicemail: Listener questions and comments

  • Question from Engstromm: Can I trade OVX?
  • Question from StGermain: When is it preferable to use VIX Options and when is it better to use VIX Futures?

Crystal Ball: Wild prognostication ensues

Last Week:

  • Mark L.:19
  • Mark S.:15
  • Russell: 18

This Week

  • Mark L.: 15
  • Mark S.: 13.5
  • Russell: 16.25