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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.

Sep 17, 2018

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

  • VIX Cash - 12.2, down 2.2 from last show
  • RVX - 13.9, down 2 points from last week
  • VVIX - 91, nine handles lower than last show
  • VIX Options - ADV: 459k, VIX call/put: 3/1, Total 8.66m (6.48m Calls, 2.18m Puts)
  • Why go 1x2 when you can go 1x4!?
  • VXX - 27.80, nearly 3 points lower than last show

Volatility Voicemail: Volatility Flash Poll

VIX is threatening 15 and VXX is back above 30. Is this the return of volatility or just a blip? Quite simply - where will we be at the end of next week?

  • 14% - Here: VIX=14, VXX=30
  • 32% - Low: VIX=<13, VXX=<29
  • 15% - Lower: VIX=<12, VXX=<28
  • 39% - Higher: VIX=<15, VXX=<30

Listnener Questions and Comments:

  • Question from Eleva7 - Since VXX erodes so aggressively is the best bet for long players to overwrite calls aggressively? Slight OTM, ATM or perhaps even ITM? Has anyone researched this to see if that outperforms long only?
  • Comment from Louis Pena - Insider should create its own indicator. Some sort of VXX erosion indicator. The Erosionator?

Crystal Ball: Wild prognostication

Last week:

  • Mark L. - 13.75
  • Mark S. - 13.00

This week:

  • Mark L. - 11.67
  • Mark S. - 12.75