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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 8, 2016

Volatility Review: Breaking down the week from a volatility perspective

  • VIX cash: 11.39; hits a 52-week low.
  • VVIX: 88.14. Back below 100, but still elevated.

Russells Weekly Rundown

  • VIX Options: Moderate volume this week.
  • Mon: 547k, Tues: 522k, Weds: 367k, Thurs: 512k; Total 6.69m (4.44m Calls, 2.25m Puts)
  • Earnings Volatility: TSLA stock at $225 on earnings. ATM straddle approx. $14.70 - 6.5%. Open unchanged. Closed up approx $5. Missed by nearly $10.
  • Crude Oil: OIV: 42, OVX: 42

Volatility Voicemail :Listener questions and comments

  • Question from NTC34: Heard you guys on #OptionBlock discussing using options with stock to speculate on volatility. Can you explain that? How does buying a call and selling stock give you a pure volatility position?
  • Question from AuntH: What is up with RVX?

Crystal Ball: Spinning the wheel of where the VIX will close.

Last week:

  • Russell: 13.05
  • Andrew: 12.40
  • Mark L.: 11.75

This week:

  • Mark L.: 11.15
  • Mark S.: 10.25
  • Russell: 12