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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 27, 2016

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

  • VIX Cash - 11.75
  • VVIX at 89, rebounding slightly off late-November ow of 79.
  • VIX Futures: Approx. 2.5 point premium cash vs. Jan future.

Russells Weekly Rundown:

  • Watching the Dec 28 strike
  • VIX Options: ADV - 550k. A decent volume week, several days over ADV, light volume on Friday. Total 4.80m (3.55m Calls, 1.26m Puts)
  • Crude Oil: Crude Vol continues to be crushed, now below 30. OIV/OVX - 29, what is the new floor for crude volatility?

Volatility Voicemail: Listener questions and comments

#QuestionOfTheWeek - Major market indices are pushing record highs. Everyone has protection on the brain. How do you protect your portfolio?

  • Just Move to Cash/Bonds
  • Protective ATM/OTM Put
  • Put Spread/Ratio Put Sprd
  • Collar or Collar w/Kicker
  • Question from Ian Wagner - I am confused. Are there tradable RVX options? CBOE has microsite, but not seeing them listed on brokers. Thanks!
  • Question from Eddy - December for volatility; Is this month always the seasonal low for volatility in the year, or is that still reserved for July/August?

Crytsal Ball: Wild prognostication ensues

Last week:

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

This week:

  • Mark L. - 11.25
  • Russell - 12