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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.

Oct 2, 2017

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

6% IV, all aboard!

The numbers:

  • VIX Cash - low of 9.55 on Thursday.
  • VVIX - 94
  • CBOE Skew Index - 133

Russell's Weekly Rundown:

  • VIX Options: ADV - 813k, 2.6M on Monday! VIX call/put, Total 11.4m (8.92m Calls, 2.48m Puts)
  • OIV - 26.53

Volatility Voicemail: Listeners have their say

  • Question from LL08 - Crazy! Is this true?
  • Question from Tech Coleslaw - Can you talk a little bit more about ZIV and mid-term Vol?
  • One of our listeners is running for Congress - @RogerBarone @OPTIONS More voices are better than less.

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 9.75
  • Mark S. - 11
  • Russell - 10.10

This week:

  • Mark L. - 9.2
  • Andrew - 9.99
  • Russell - 9.42