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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.

Feb 27, 2017

Volatility Viewpoint: featuring Tobias Hekster Co-CIO at True Partner Capital USA.

He discusses:

  • His background in the volatility space
  • Which products did he trade?
  • The Hong Kong volatility scene
  • What does True Partner Capital do?
  • What does True Partner Capital trade?

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

  • VIX Cash: 11.71 and VVIX: 82.20, both almost unchanged from last week.
  • CBOE Skew Index: 141, approaching the 6-month high of 146 set on Jan 20.
  • VIX Futures term structure surprisingly steep, VIX futures bid even though realized volatility remain above 6. Front month premium to cash: 1.9, steeper than last week. Two-month premium to cash: 3.50, much steeper than last week.

Russell's Weekly Rundown:

  • VIX Options: A mild volume week. Mon - Closed, Tues - 719k, Wed - 524k, Thurs - 78k, ADV - 575k. VIX Call/Put: 2.6/1. Total 8.57m (6.21m Calls, 2.35m Puts)
  • OIV/OVX: 25.52, oil volatility continues to be crushed.
  • GVZ: 13.68, also continues to erode.
  • TYVIX: 5.29

Volatility Voicemail: So many questions

Options #QuestionOfTheWeek: $VIX has already hit single digits under @realDonaldTrump. How low will it get during the rest of his term?

  • It wont break 10 again
  • Between 9-10
  • Between 8 - 9
  • Below 8
  • Question from Fksthlm: VSTOXX vs VIX Frexit risk: your view on this in today's show would be very interesting!

Crystal Ball: Wild, reckless prognostication

Last week:

  • Mark L. - 10.45, Mark S. - 10.85, Russell - 11.75

This week:

  • Mark L. - 11.25, Mark S. - 11.50, Russell - 12.34, Tobias - 12.65