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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.

Apr 23, 2018

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

  • VIX Cash is still hanging around in the teens.
  • VVIX - 97, pretty much unchanged from last week.
  • VIX Options - ADV: 1.05M, VIX call/put: 2.6/1, Total 6.29m (4.55m Calls, 1.74m Puts)
  • How is the VIX July 10-75 strangle doing?
  • VXX - 42.50
  • OIV - 26.5, 2.5 points lower than last week.
  • GVZ: 12.25, 1.25 points lower than last week.

Volatility Voicemail: Last week's volatility flash poll

Which product/segment do you think will experience the most Volatility over the coming trading week (through the close on Friday 2/20) SPY SPX VIX WTI Crude Gold Bitcoin BTC GLD USO

  • 28% - S&P500: SPY, SPX. VIX
  • 8% - Gold: GLD, Comex
  • 28% - Crude Oil: WTI, USO
  • 36% - Bitcoin: BTC

Options question of the week

VIX is back in the mid-teens. Are you buying this Volatility reprieve or is this merely calm before the storm? Quite simply - Where do you think VIX will end the week?

  • Here: 16-18
  • Higher: 18-20
  • Even Higher: 20-25
  • Lower: 14-16

Yet Another Options Flash Poll:

The proposed third exchange from @MIAXexchange will raise the total number of U.S. Options Exchanges to 16. Is this a good thing for the options market? Is it the straw that finally breaks the camel's back? Or are you too busy getting great fills to care?

  • More Exchanges the Better
  • Please Make It Stop
  • Don't Care: I get filled
  • Comment from Patrick Snoke -The more the fills are.

Listener questions and comments:

  • Question from Scott Somer -Think this product will get enough liquidity?
  • Question from Niddles - VIX settlement WTF?!?
  • Question from Allen - What are the VIX mullet guys up to these days?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. -17.17
  • Mark S. - 15.00

This week:

  • Mark L. -16.35
  • Mark S. - 15
  • Mike - 15.85