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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.

Oct 8, 2018

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

  • Non-farms come in lower than expected
  • Unemployment drops to 3.7%, the lowest since 1969
  • Bitcoin vol falls to lowest levels this year
  • VIX up 4.3 from last week
  • VVIX up 19 from last week
  • VXX nearly unchanged from last week

Volatility Voicemail: Volatility Flash Poll

What is your weapon of choice when trading volatility? VIX VXX SPX SPY

  • VIX
  • VXX
  • SPY/ SPX options
  • Other

Listener questions and comments:

  • Comment from Martin Ryan - TVIX, UVXY, SVXY.I've given you three good alternatives (one an inverse). There is nothing little about either TVIX or UVXY - both have good liquidity, tight spreads and good trading price action. The VIX imploded, but the aforementioned are doing well as effective alternatives to options.
  • Comment from Ryan - ETF - SQQQ
  • Question from Alacor - Like the show. Tried my hand at crystal ball. Not good. Heard you talk about straddle runs in SPX. Are there any products that package hedged ATM straddles as a product? Maybe they offer to delta hedge as well?
  • Question from Telly0 - Are there any long VIX vehicles that don't erode to zero?
  • Question from T Dog - Is it better to only take the short volatility trades and ignore the long volatility trades?
  • Question from one0761 - Are we in the midst of a major correction.

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 11.75
  • Mark S. - 12.15
  • Bill - 13

This week:

  • Mark L. - 12.55
  • Andrew - 13.25