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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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Volatility Views 272: How Do Europeans Trade Volatility?

Sep 18, 2017

Volatility Review: A full overview of CBOE RMC Europe.

The numbers:

  • VIX Cash - a high of 11.10 on Monday.
  • VVIX - 92
  • CBOE Skew Index - 142.74

Russell's Weekly Rundown:

  • VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts).
  • OIV - 26.34

Volatility Voicemail: Listener Questions and Comments

Options question of the week:

First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio?

  • Get Long $VIX/$VXX/$UVXY
  • Go To Cash/T-bills
  • Buy Index/Stock Puts
  • "Risk Assets" - Gold, etc.

Listener Questions:

  • Question from Volbug: You mentioned on the show that our twins (XIV & SVXY) could go to zero if there is a big enough spike in vol. Would you and the crew be able to take a guess at what level of vol action would result in such a occurrence? Second question is, wouldn't such a spike send equities out the window also? As always, thanks for the show.
  • Question from PBiggers - Time to go long VIX? Sell some EFX premium? Some skew in there. IV is at a 52 wk high. Liquidity is sketchy.

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 11.5
  • Mark S. - 11.01
  • Russell - 12.25

This week:

  • Mark L. - 9.8
  • Mark S. - 10.5
  • Russell - 11.11