Preview Mode Links will not work in preview mode

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.

  1. All Episodes
  2. Volatility Views 282: FINRA VXX Smackdown, Plus VIX Stupids

Volatility Views 282: FINRA VXX Smackdown, Plus VIX Stupids

Nov 20, 2017

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

The numbers:

  • VIX Cash - Back above 12, briefly
  • Bitcoin vs. VIX - What Has Been More Volatile in 2017?
  • VVIX - 100.15
  • CBOE Skew Index - 136

Russell's Weekly Rundown

  • VIX Options: ADV - 739k, VIX Call/Put - 3.7, Total 9.69m (7.64m Calls, 2.05m Puts)
  • FINRA Orders Wells Fargo to Pay $3.4M over Volatility-Linked ETPs

Volatility Voicemail: Stream of consciousness questions and comments

  • Question from Andrew Giovinazzi‏ - Why is the rock lobster so handsome?
  • Comment from David - $VXX is clearly the worst ETF. It has destroyed pretty much all of the value invested in it since inception. Or does that make it the best if you're short?
  • Comment from OphirGottlieb - $VIX hello, friend. I've missed you. You appear to want to stay this time. @Options @RussellRhoads
  • Comment from SaqibReports - Shhh. You will scare it away!
  • Question from Lonesome - Could you tell us the process of how options market makers mitigate risk/remain delta neutral?

Crystal Ball: Wild and reckless prognostication.

Last week:

  • Mark L. - 9.65
  • Mark S. - 9.99
  • Russell - 9.15

This week:

  • Mark L. - 9.75
  • Mark S. - 9.99
  • Russell - 10.59