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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.

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  2. Volatility Views 248: International Volatility Explosion

Volatility Views 248: International Volatility Explosion

Mar 27, 2017

Volatility Review: Today we have special guest co-host: Ricardo Manrique, Executive Director/Index Business Management, Derivatives at MSCI.

  • VIX Cash - 13.12
  • VVIX - 89, VIX has closed below 13 for 54 consecutive sessions now, the longest streak since Feb. 2007.
  • CBOE Skew Index - 132, dramatically lower than earlier this week, hit a high of 154.34 on March 17.
  • VIX Futures - Front month: .9, Two Month: 1.4
  • VIX Options: Mon - 785k, Tues - 1.6M, Weds - 917k, Thurs - 512k, ADV - 637k. Total 8.09m (5.77m Calls, 2.32m Puts)
  • VIX Call/Put: 2.5 / 1
  • OIV/OVX - 29.85
  • GVZ - 12.58
  • TYVIX - 4.37

Volatility Voicemail: Listener questions and comments

  • Question from FKSTHLM: Hey you guys discussed put selling on SVXY last week on Volatility Views, without mentioning the risk that this ETP could actually go to zero overnight. Is a doubling of VIX futures overnight impossible to happen in the future? What would happen to open options positions if so?

Crystal Ball: Wild and reckless prognostication

Last Week:

  • Mark L. - 10.65
  • Mark S. - 10.90
  • Russell - 11.11

This Week:

  • Mark L. - 12.50
  • Mark S. - 12.00
  • Russell - 12.80
  • Ricardo - 13.50