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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 9, 2017

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

  • VIX Cash - A low of 9.13 on Oct. 5
  • VVIX - 91.79, CBOE Skew Index - 140

Russell's Weekly Rundown

  • Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA
  • VIX Options - VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts)
  • VXX - 37.95, XIV - 100.57

Volatility Voicemail: Options question of the week

Break out your #VOLATILITY #CRYSTALBALL: $VIX is at new lows. Is an 8 $VIX looming or is this just a blip? Where will $VIX close Friday 10/6

  • Right Here: 9-9.30
  • Lower: < 9
  • Slightly Higher: 9.3-9.60
  • Much Higher: > 9.6

Listener questions and comments: What's on your mind?

  • Question from Gunjan Banerji‏ - What were the hot $VIX strikes this past week?
  • Question from PBiggers - What strategy will long vix while minimizing contango?
  • Comment from FContangotrader - I took personal loan and i bought vxx put spreads long term while I'm long some gamma on $spy, speaking of crazy.
  • Question from Lenz - When is the CBOE Asia conference?
  • Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 9.7
  • Andrew - 9.99
  • Russell - 9.42

This week:

  • Mark L. - 9.65
  • Mark S. - 10.01
  • Russell - 10.31