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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.

Dec 26, 2017

Volatility Review: Looking back on 2017, the year without volatility. VIX has been under 10 for about 45 days this year, and under 12 for a little over 200 days.

The numbers:

  • VIX Cash - 9.56
  • VVIX - 92
  • CBOE Skew Index - 132.5

Russell's Weekly Rundown:

  • VIX Options: ADV - 721k
  • VIX call/put: - 4, Total 9.38m (7.51m Calls, 1.88m Puts)
  • Commodities: Volatility is low but ambiguity is sky high.

Volatility Voicemail: Options question of the week.

Now it's a party! Bitcoin futures are live on both CME Group & CBOE. But everyone's asking us the $1M question - "When will we get Bitcoin Options?" So we thought we'd ask you: When will we be able to trade options on these futures?

  • Q1 2018
  • Q2 2018
  • Q3 2018
  • Q4 2018

Listener questions and comments:

  • Comment from FContangotrader - You should call #optionblockchain... forget Bitcoin, if you short $vxx since 2011 now you own an island at the Bahamas, if you own gamma and hedge with vol products, now you own 2 islands.
  • Question from Javier - Is there a Bitcoin VIX from the CBOE?
  • Question from JediGuy - What were your favorite volatility events and trades from 2017?
  • Question from Taj Penaso - Hi, will there be options for bitcoin once the futures are traded?? Or just the futures until there are tradeable ETFs available? Thanks

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark S. - 10
  • Russell - 9.74
  • Bill - 8.99

This week:

  • Mark L. - 9.65
  • Andrew - 8.99
  • Russell - 9.25