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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 19, 2016

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

  • VIX Cash: 12.3
  • VVIX: 91
  • VIX Futures are about 2.5 handle premium between cash & Jan futures.
  • VIX Options: 845K contracts on Tuesday lighter volume the rest of the week. Total 7.79m (5.49m Calls, 2.30m Puts)
  • Oil: Crude Vol continues to be crushed with OIV/OVX at 30.

Volatility Voicemail: Question and answer time

#QuestionOfTheWeek: Financial advisors represent the last options frontier. What level of options knowledge do you expect from your advisor?

  • None - I'll do it myself
  • Level 1: Buy Puts/Calls
  • Level 2: Income & Vol
  • Level 3:Option Specialist
  • Question from Hitman - Is the crab priced in yet? What about black swan events? Any options indicators shooing one of those may be on the horizon?
  • Question from Vegan - You mention the Fed with regards to equities. Should the Fed really care about what the market is doing?

Crystal Ball: In which the hosts guess the close of next week's VIX

Last Week:

  • Mark L. - 12.25
  • Mark S. - 11.5
  • Russell - 13.5

This Week:

  • Mark L. - 11.75
  • Andrew - 12.55
  • Russell - 13