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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 25, 2018

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

  • Fiddy cent returns
  • Seagull spread?
  • VIX cash: 14.64
  • Tweaks to VIX
  • VVIX: 107.50
  • Google interest: Top five states with the most interest in volatility (Mark S. got 2/5)
  • Google interest: Top five states with the most interest in VIX
  • VIX options
  • Big call and put strips
  • The VXX whiff of weirdness

Volatility Voicemail: Listeners have their say

Options Question of the Week: Let's have some fun. These "entertainment" stocks are pricing in big moves. Gun to your head: Which July ATM straddle would you rather own in your portfolio? WWE? DIS? WYNN? SEAS? #DegeneratePremiumBuyers #PalmsIn #FearNoTheta

  • WWE July ATM Strad: $7
  • WYNN July ATM Strad: $12
  • SEAS July ATM Strad: $2
  • DIS July ATM Strad: $5

Listener questions and comments:

  • Question from Rick S.: What exactly does it mean to roll positions the week of expiration?
  • Question fro Telly0: Are there any long VIX vehicles that don't erode to zero?
  • Comment from JTack: Looks like call front spreads (short 1 near OTM, long 2 farther OTM) in VXX are the best way to hedge long term VXX puts. That way you're covered against a blowup but you're not shelling out a ton for straight up calls or verticals.

Crystal Ball: Wild and reckless prognostication

Last guess:

  • Mark L. 11.85
  • Andrew: 11.80
  • Mark S. 11.55

This week:

  • Mark S. 11.55
  • Mark L. 12.05