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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.

Jul 23, 2018

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

  • More trade war! Trump threatens $500B more tariffs, the market shrugs.
  • VIX Cash - 12.50
  • VVIX - 100
  • VIX Options - ADV: 460k, VIX call/put: 3.1/1, Total 5.42m (4.09m Calls, 1.34m Puts)
  • VXX - 31, ADV: 255k
  • Earnings: Netflix and Microsoft

Volatility Voicemail: Listeners have their say

QOTW: Trading Options during earnings season can be challenging. Some live for it while others avoid it. Do you hold Options positions through Earnings announcements? If so, what is your approach? Or do you prefer to trade just before/after the event? Or is it all too risky?

  • 28% - Yes, Short Premium
  • 20% - Yes, Long Premium
  • 25% - No, Too Risky
  • 27% - I trade around the event

QOTW, part deux: Yup it's earnings season once again. Options traders are gearing up for a busy season. Which names do you think will dominate your options trading this season?

  • NFLX
  • AMZN
  • TSLA

Listener questions and comments:

  • Question from BigDawg - Are there any of the proprietary vol indicators out there that you guys follow regularly?
  • Question from Lil Vig - Is VXX the greatest trading vehicle ever created? So much sweet erosion.

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. -12.20
  • Andrew -12.25
  • Guest - 11.99

Next week:

  • Mark L. - 12.23
  • Andrew - 12.22