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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.

Jun 5, 2017

Today we have special guest co-host: Ophir Gottlieb, Capital Market Laboratories.

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

  • VIX Cash: 9.89
  • VVIX: 83.83 - Both almost unchanged from last week.
  • CBOE Skew Index : 124.55
  • VIX Futures till steep

Russell's Weekly Rundown:

  • VIX Options: Mon - Closed, Tues - 264k, Weds - 545k, Thurs - 231k, ADV - 722K
  • VIX Call/Put: 3.2/1
  • Total 8.37m (6.39m Calls, 1.98m Puts)
  • OIV - 29, OVX - 31

Volatility Voicemail: Options Question of the Week

AMZN just hit $1000. Will GOOGL do it next? GOOGL $1000 call expiring Friday = $4, $1000 Put = $8. How would you trade?

  • Sell $1000 Call for $4 - 21%
  • Buy $1000 Call for $4 - 38%
  • Sell $1000 Straddle: $12 - 19%
  • Sell $1000 Put for $8 - 22%

Listener Questions and Comments:

  • Comment from FContangotrader - @Options @OptionPit @OptionVol @RussellRhoads I am very impressed from Mark and his poetry and ABC options and Uber rhyme
  • Comment from Production One‏ - Replying to @Options @optionpit Meatball long 1W SPX straddle hit! Way to go Marco!
  • Question from JavierLBC - Hi guys. I am new. found you on stocktwits. Did you see 36,000 sep 25 calls on VIX?

Crystal Ball: Wild and reckless prognostication.

Last week:

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

This week:

  • Russell - 10.60
  • Mark S. - 9.63
  • Mark L. - 9.75
  • Ophir - 10