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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.

Aug 1, 2016

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

  • VIX Cash: 12.39
  • VVIX: 89.33. Back below 100, but still elevated

Russell's Weekly Rundown

  • VIX Options: A light options week
  • Mon: 625k, Tues: 415k, Weds: 534k, Thurs: 475k; Total 6.07m (4.17m Calls, 1.91m Puts)
  • CBOE quarterly profits jumped 13.6 pct on increased volatility
  • Options traders are feeling good about Alphabet shares.
  • Crude Oil: OIV: 42.91; OVX: 42.33

Volatility Voicemail: Listener questions and comments

  • Question from DK from DC: What is the difference between the front month VIX future and the VIX cash?
  • Question from Big Jim Wheeloff: Why are options so damn expensive? At this rate I will go broke hedging my 401k.

Crystal Ball: VIX predictions

Last week:

  • Mark L.: 11.5
  • Andrew: 9.5
  • Russell: 17.35
  • Bill Luby (Guest from last week): 12.71

This week:

  • Russell: 13.05
  • Andrew: 12.40 (with an 11-handle dip)
  • Mark L.: 11.75