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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.

May 30, 2017

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

  • VIX Cash - 9.99
  • VVIX - 82.20
  • CBOE Skew Index - 123.65

Russell's Weekly Rundown:

Volatility Voicemail: Options Question of the Week

$VIX =11.20. $VIX June Future = 12.40 $VIX Weekly 11 puts = $.15, Weekly 13 Calls = $.15. What's your trade?

  • Buy 13 Call for $.15
  • Buy 11 Put for $.15
  • Sell 13 Call for $.15
  • Sell 11 Put for $.15

Listener Questions and Comments:

  • Comment from VTrader - When VIX is below 11.5 since 2006, that current difference between from the front month and VIX cash is at its highest.
  • Question from Eli Vagan - Did the spike in VIX last week finally break that short Vol feedback loop that everyone is focused on these days?
  • Question from Benod - What was the truth behind that VIX strangle last week?
  • Question from Allan Nemy - All this action in crude it seems like a good time for some crude Vol products. Why no CBOE crude volatility options?

Crystal Ball: Wild and reckless prognostication

This week:

  • Mark L. - 10.25
  • Mark S. - 9.75
  • Russell - 10.75