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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.

Jun 11, 2018

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

  • VIX Cash: 12.21 and as high as 13.30.
  • VVIX - 93
  • VIX Options - ADV: 535k, VIX call/put: 2.6/1, Total 7.95m (5.78m Calls, 2.17m Puts)
  • The return of the 1x2?
  • Plenty of call love yesterday
  • Paper sells call June vertical yesterday

Volatility Voicemail: Flash poll!

Let's stick with our Volatility theme to round out the week. Quite simply - which product do you think has the highest 30-day implied Volatility? No cheating (or checking with your broker)! What does your gut tell you? VIX? Bitcoin? TSLA? RUSSELL2000? RUT? IWM?

  • 34% - Tesla, TSLA
  • 21% - VIX
  • 35% - Bitcoin
  • 10% - Russell 2000: Emini, RUT

Listener questions and comments

  • Question from Lisag - I'm confused. Why would someone by such an outlandish vertical in a product that essentially rots to zero?
  • Comment from Kaijan - I would sell that VXX July call spread all day long. In fact I did! Thx for giving me the idea on your last show. Keep up the vol fun!
  • Question from Deville - Great show. How do I get my volatility fund profiled on Volatility Views?
  • Question from FNews2 - Do you think eliminating the traditional earning call would be a bad move for vol traders? I kind of take the view that it would smooth things out and make it a little less likely to get run over. Crazy?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. -12.95
  • Mark S. - 12.50

This week:

  • Mark L. - 11.85
  • Andrew - 11.55