Preview Mode Links will not work in preview mode

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.

Oct 1, 2018

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

This week, featuring guest co-host Bill Valentine from Valentine Ventures.

  • The old VIX call vs SPX put debate continues
  • VIX Cash - 12.5, up 0.3 from last show
  • RVX - 14.6, up 0.7 from last week
  • VVIX - 89, 2 handles higher than last show
  • Size "hedge" in SPX puts this week
  • VIX Options - ADV, 452K, VIX call/put: 2.8/1, Total 7.77m (5.74m Calls, 2.03m Puts)
  • VXX - 26.65, almost unchanged from last show

Volatility Voicemail: Volatility Flash Poll

The CBOE Skew Index alarmed many when it soared above 150. Of course, every index tells its own skew story. Which index do you think has the steepest skew right now (aka 25D put vol vs. 25D Call vol)?

  • Russell 2000
  • S&P 500
  • Nasdaq
  • Other

Listener questions and comments:

  • Question from Leans - Do you think SVXY will ever go back to its pre-Feb structure?
  • Question from Tim - Is there really such a thing as a "covered call" in VIX since the options don't expire into futures? If I'm long a future and sell a XIV call against it what is that called?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 11.25
  • Mark S. - 12.14

This week:

  • Mark L. - 11.75
  • Mark S. - 12.15
  • Bill - 13.00