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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.

Nov 14, 2016

Volatility Review: The Trumpocalypse is here! What a week! VVIX: 102. So, about last night...Patient volatility seller ended up winning big. Volatility shorts cash in despite the shock U.S. election. Volume in non-U.S. trading hours set a new daily record.

Russells Weekly Rundown:

  • VIX Options - A crazy volume week!
  • Mon - 1.05M, Tues - 1.05M, Weds - 1.03M, Thurs - 1.08M
  • Total 7.08m (4.62m Calls, 2.46m Puts)

Earnings Volatility:

  • Walt Disney Company
  • Nvidia
  • Nordstrom

Volatility Voicemail/Options #QuestionOfTheWeek

$SPX Weds Weekly straddle says 2% move through election. How much will SPX / $SPY move through Weds 11/9?

  • Over 3% - crazy move
  • Between 2-3% - big move
  • Between 1-2% - mild move
  • Less thastockn 1% - meh

Listener questions and comments:

  • Question from Brian: Hi Mark, your shows are the best known to me. Congratulations on your success. I have a topic/question for Volatility Views. I am trying to get a sense of how viable XIV will be in the long term. Are there red flags for ETFs/ETNs that would indicate whether or not they will go broke at some point? Are the bigger ETFs/ETNs a safer bet or is it the ETFs/ETNs that deal with future contracts the ones that end up in trouble? I appreciate and value your advise.
  • Question from Mike The Bookie: Yeah, the ETF based volatility indexes. Is here a good place to bracket UVXY or VXX?

Crystal Ball: Wild prognosticating

Last week:

  • Mark L. - 18.50
  • Mark S. - 10.80
  • Russell - 23.50

This week:

  • Mark L. - 15.00
  • Mark S. - 12.00
  • Russell - 13.50