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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 251: VIX Feedback Loops and the Great Erosion Debate

Volatility Views 251: VIX Feedback Loops and the Great Erosion Debate

Apr 24, 2017

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

  • VIX Cash: 14.15
  • VVIX: 94.53
  • CBOE Skew Index: 146.85 +6.65 (+4.74%), getting rich again.

Russell's Weekly Rundown:

  • VIX Options: Mon - 616k, Tues - 1.4M, Weds - 1.6M, Thurs - 752k, ADV - 712k
  • VIX Call/Put: 3/1: Total 7.27m (5.45m Calls, 1.82m Puts)
  • OIV/OVX - 28.26

Volatility Voicemail: Options #QuestionoftheWeek

Earnings are back with some juicy straddles reporting this week. Which is your pick for the most overpriced?

  • $NFLX: ATM Straddle 8%
  • $BAC: ATM Straddle 3%
  • $EBAY: ATM Straddle 7%
  • $ETFC: ATM Straddle 4%

Listener Questions:

  • Question from Nizy - So I am confused. Per your VIX Myth-busting episode - what is the deal with with the VXX erosion? It is not due to the roll or it is? If so then how does it erode when VIX futures are backward?
  • Question from Avil3 - UGetting my dad to the dark side. He is thinking about dipping his toes in the Vol waters. What product do you recommend for a Vol newcomer making his first trade? Thx and I will try to get him to listen.

Crystal Ball: Wild prognosticating

This week:

  • Mark L. - 12.75
  • Mark S. - 16
  • Russell - 13.25