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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 12, 2017

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

  • VIX hits a new low of 9.37
  • Comey's testimony fails to move the needle
  • Maybe Britain will provide the spark VIX needs?
  • VIX Cash - 9.47, VVIX - 83.28, almost unchanged from last week.
  • CBOE Skew Index - 127.09, slightly higher than least week.
  • VIX Futures - still steep. Front month - 1.5, Second month - 2.3

Russell's Weekly Rundown:

  • VIX Options, Mon - 459k, Tues - 473k, Weds - 453k, Thurs - 473k, ADV - 722k. VIX Call/Put: 3.3/1. Total 9.20m (7.06m Calls, 2.14m Puts)
  • VXX - ADV 356k, OI - 1.2/1 calls over puts.
  • OIV - 32.31
  • OVX - 33.84

Volatility Voice mail: Questions, comments, polls and more!

With $VIX giving up the ghost - which products are you hoping will provide new sources of #Volatility for your #options trading?

  • Crude Oil (WTI, etc)
  • Metals ($GLD, $SLV, etc)
  • FX (GBP/USD, etc)
  • Indv. Equities-$TSLA, etc.

Listener Questions and comments

  • Comment from John King - #Fired #FBI director completes televised #Testimony negative for sitting #president & #VIX DOWN .41 to 9.98. Just plain crazy. @Options #USA
  • Comment from AGTrader - God help them when they have to all cover at once.

Crystal Ball: Your prognostication headquarters

This week:

  • Mark L. - 9.75
  • Mark S. - 10.5
  • Russell - 11.23