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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 26, 2017

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

  • VIX Cash - 10.15, VVIX - 84.21, slightly higher than last week.
  • VIX is not a Fortune Teller
  • CBOE Skew Index - 130.86, calmer than last week.
  • VIX Futures - Front month: 1.5, Second month: 2.3

Russell's Weekly Rundown:

  • VIX Options: Mon - 746k, Tues - 1.3M, Weds - 912k, Thurs - 347k
  • VIX Call/Put: 4.1 / 1
  • Twenty-two Day C/P OI Moving Average: 3.32
  • Total 7.08m (5.69m Calls, 1.39m Puts)
  • OIV - 31.5
  • OVX - 32.6

Volatility Voicemail: Questions. Comments. More.

Options question of the week: Everyone is talking about #Bitcoin #Volatility these days. Where do you stand on #Bitcoin after last weeks aggressive downturn?

  • Too Volatile, I am out
  • I am still bullish
  • I want #Bitcoin #Options
  • I am sick of #Bitcoin

Questions and comments

  • Comment from Production One‏ - SPX and VIX are far more fun! Also far more profitable and secure! Bitcoin snobs got nothing over the Vol cognoscenti!
  • Comment from PocketTissues - Goldman guy has the right idea. VIX should be above ten right now with everything going on. One good Trump tweet and we could be at war and VIX is in the 20s or 30s.
  • Question from Nico - What do you think of other Vix type indicators like Merrill Lynch Move Index and the rest? Also what’s up with VolDex?

Crystal Ball: Wild and reckless prognostication

This week

  • Mark L. - 9.70
  • Mark S. - 10.05
  • Russell - 9.25