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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.

Dec 5, 2016

Volatility Review: The Trump vol selloff seems to have stabilized. VIX Cash: 14. VVIX : 97. VIX Options: Light volume week coming off the holiday, and even mild volume heading into non-farms. Total 5.97m (4.16m Calls, 1.81m Puts). Oil Volatility: OIV: 40. XLE is up 8% since Tuesday, volume 1.5x ADV - calls slight over puts. USO up over 10% Since Tuesday, volume 2x ADV today - calls over put 2-to-1.

Volatility Voicemail: Listener questions and comments

  • Comment from Kay Kamra - In regards to Faith in OPEC Deal Turns Options Traders Into Oil Bulls - OVX almost touching July highs...I expect a pullback in OVX and subsequent pop in /CL
  • Comment from Mark Brant - Selling SPX IBs daily reveals Vol variance not apparent in VIX. We need an ATM VIX @CBOE!
  • Question from RealRK - Speaking of bond volatility, if you have time, what do you guys think of bearish put spreads on HYG/JNK/LQD? With yields increasing, why have the high yield bonds lagged? I assume because of the longer term move more in price because of the lower yields moving more in price with short term yield changes, but I see huge put activity every other day in these high yield bond funds.
  • Comment from TJones - VXXLE who knew? Where are those CBOE guys hiding these indexes? Any more up their sleeves?
  • Comment from Tulip Futures - Low for VIX is no signal, high of VIX is signal that forces in world will come and calm things down.

Crystal Ball: Prognostication headquarters

Last week:

  • Mark L. - 11.75
  • Mark S. - 12.25
  • Russell - 14

This week:

  • Mark L. - 13.5
  • Mark S. - 14.25