Preview Mode Links will not work in preview mode

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 15, 2016

Volatility Review: A look at the week from an options perspective.

  • VIX cash: Hit 52 week low this week: 11.02
  • VIX futures: Question from JJK: The Sep VIX futures are trading over $3 premium to cash. Seems pretty steep. Is the market pricing in a big sell-off in the near future?
  • VVIX: Currently at 96.78
  • VIX Options: Mon: 660k, Tues: 765k, Weds: 635k, Thurs: 603k; Total 7.36m (5.10m Calls, 2.26m Puts)
  • Crude Oil
  • Gold

Volatility Voicemail: Listener questions and comments

  • Question from Service Dog: Do stock market circuit breakers have a significant impact on market volatility?
  • Question from MoneyPenney: How does VXX work?

Crystal Ball: Where will the VIX close?

Last week:

  • Mark L.: 11.15
  • Mark S.: 10.25

This week:

  • Mark L.: 11.25
  • Mark S.: 11
  • Russell: 13