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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.

Sep 6, 2016

Volatility Viewpoint: Today we have a very special guest, Ricardo Manrique, Executive Director of Index Business Management and Derivatives at MSCI.

He discusses:

  • An overview of MSCI
  • Inroads into options and volatility, especially through CBOE partnership
  • Meeting investor demand for products related to international equities
  • How does Russell incorporate these indexes into his analysis?
  • Will there be futures listed on the idexes?
  • Domestic versus international companies
  • Listener questions

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

  • VIX cash: Remained above 13 most of the week primarily due to impending non-farms.
  • 30-Day HVOL: 5; 30-Day IVOL: 12
  • VIX Futures: Oct premium 3.3. points to cash, down from 5 points a few weeks ago.

Russells Weekly Rundown

  • How are the Monday SPX weeklies fairing?
  • VIX Options: Mon: 192k, Tues: 205k, Weds: 276k, Thurs: 309K; Total 6.86m (4.80m Calls, 2.06m Puts)
  • Crude Oil: Crude taking in on the chin again this week.
  • OIV/OVX: 41

Crystal Ball: Predicting and prognosticating.

This Week:

  • Mark L.: 11.75
  • Mark S.: 12.50
  • Russell: 12.99