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.

Sep 19, 2016

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

  • VIX Cash: High of 19.12 earlier this week. 30-Day HVOL: 11; 30-Day IVOL: 14
  • VVIX: Currently at 109 with a high of 116 this week

Russells Weekly Rundown:

  • VIX Options: A very active week. Mon - 951k, Tues - 1.3M!, Weds - 656k; Total 8.06m (5.62m Calls, 2.44m Puts)
  • Crude: OIV/OVX: 40 - Retreating from a recent spike up to nearly 46.
  • Gold: 30-Day HVOL: 10.7% - Near the bottom end of the 52 week range. 30-Day IV: 15% - Only in the 23rd percentile

Volatility Voicemail: Listener questions and comments

  • Question from Erik Leland - Saw VIX 1x2s going up this week. Is it that season again?
  • Question from JVac - What about a mini VIX option?
  • Question from TC - U.S. has VIX. Europe has VSTOXX. What is the Asian equivalent? Nifty VIX? It hardly seems comparable. Is there a Chinese or Japanese Vol product?
  • Question from CVortt3 - This guy says you should ignore VIX. Agree? Please discuss on Vol Views -
  • Question from ThinkTankTrading: Can you ask Russell Rhoads why he blocked me? That is my question for your show. Thanks in advance

Crystal Ball: Reckless prognostication

Where will the VIX close this week:

  • Mark L. - 15
  • Mark S. - 15.75
  • Russell - 16.5