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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.

Mar 19, 2018

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

  • VIX cash back in the 15 handle
  • VIX Options: ADV - 1M, VIX call/put: - 1.9/1, Total 13.9m (9.16m Calls, 4.76m Puts)
  • Weird iron fly with crazy call kicker
  • VXX - 38.89

Volatility Voicemail: Options Flash Poll

Which would you rather see first? Would you rather see Options finally listed on Bitcoin futures? Or would you prefer to have more Cryptocurrency futures (Litecoin, Ethereum, etc.) launched instead?

  • Gimme Bitcoin Options
  • More Crypto Futures
  • Save Me from More Crypto

Last week's Volatility Flash Poll: VIX is off the board and SVXY is a pale shadow of its former self. So how are you getting your "short Vol" fix these days? Reply/DM with alternative suggestions.

  • 20% - Short VIX Futures
  • 22% - Long VIX Puts/Spreads
  • 32% - Short VIX Call/Spreads
  • 26% - Short SPX/SPY Volatility

Listener questions and comments:

  • Question from Big Blanc -I'm liking the VXX erosion play. Question though - Why does everyone talk puts on this trade? Why not selling calls or call spreads? Or maybe the combo - buying puts and selling calls or call spreads? Any backtests on that?
  • Question from Jack K. -How is Mark's SVXY call vertical holding up?
  • Comment from Brian Collamer -Hey Mark, You been talking off and on about seeing how the straddles performed vs actual moves around the earnings. Check the Analyze>Earnings tab in Thinkorswim sometime and let us know what you think!
  • Comment from Brian Collamer:Also thought you might get a kick out of this.
  • Question from Liam - Any cool takeaways from Mark's trip to RMC or FIA?
  • Question from Leo -I have a bunch of VXX Jan 2019 puts. Should I be concerned about the issuer pulling an SVXY and suddenly rendering those puts irrelevant?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 14.75
  • Mark S. - 13.15
  • Russell - 14

This week:

  • Mark L. - 15.15
  • Andrew - 14.75