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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 26, 2016

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

  • VIX cash:
    • Janet & Co. crushed vol. VIX cash back in the toilet, but futures are still rich
    • 30-day HV: 11
    • 30-day IV: 10
    • VXX: Futures setting up for a VXX implosion
    • VVIX: at 89, or 20 handles lower than last week
  • Russell's Weekly Rundown:
    • 1000-lot VIX weekly trades creates a synthetic VIX collar
    • Two-way action in the VIX Sep28 13 calls
  • The week in VIX volume:
    • Monday: 546,000
    • Tuesday: 661,000
    • Wednesday: 727,000
    • Thursday: 751,000
  • Crude
    • OIV/OVX: 40. Same as last week
  • Gold
    • GVZ: 13.73. Close to a 52-week low

Volatility Voicemail: Listener questions and comments

  • Comment from Jim Investor: Shortsighted market over focused on Yellen. Soon they eye Trump widening lead in battleground states
  • Comment from John King: Since #SPX has 15+ "non-standard" expirations/month VS 1 "standard" -isn't it time @CBOE truly standardizes the monthly?
  • Comment from Mark Brant: Sell VIX 2M CV (X+5) (X+9) daily thru settlement (regression). X=ATM. Risk 1% $4 daily. Sold today's SPX IB wide 4X every 10 points today! Dailies rock!
  • Comment from ThinkTankTrading: all right,- first my question gets on volatility voice mail, Next the world muhahahaha evil laugh.

Crystal Ball: In which the VIX giveth and taketh away

Last week:

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

This week:

  • Andrew - 12.25
  • Russell - 13.40
  • Mark L. - 11.60