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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 22, 2016

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

  • VIX Cash: Spiked to nearly 14 this week before dropping back below 12.
  • VIX Futues: Crazy term structure a hot topic last week.
  • Follow up question from JJK: Thanks for discussing my question on the show last week. If anything it seems like the futures premium to cash has increased with futures premium to cash has increased with Oct future 5 handles above cash. What am I missing? Earnings season is done and FOMC in rear view mirror for now. Is this just pricing in unease over current market valuations?
  • VVIX: 82.83. Well off levels from last week.

Russell Weekly Rundown

  • How was the first week for Monday SPX Weeklies?
  • VIX Options: Mon 501k, Tues 526k, Weds 570k, Thurs 481k, Total 5.40m (3.72m Calls, 1.68m Puts)

Options #QuestionoftheWeek: $VRX $26.66 up 7% Monday. IV30 is 63. HV30 is 99.

Looking out one month would you rather

  • Buy Calls?
  • Buy Puts?
  • Sell Premium
  • Sill not touch $VRX

Crude Oil: OIV/OVX 35: Less than half of peak levels back in February.

  • Volatility Voicemail: Listener questions and comments
  • Comment from Mark Brand: Really excited about SPX Mondays! Like TGM said on VV, great weekend risk trade or fade!
  • Question from James Aldo: Re: Circuit breakers talk last week. Is i correct to assume that circuit breakers that are too tight can actually increase volatility? Or is that a myth?

Crystal Ball: Where do the hosts think VIX will close this week?

  • Mark L.: Was 11.25 last week, sticking with it.
  • Russell: 11.75
  • Ghost of Mark S.: 7.7