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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.

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  2. Volatility Views 325: VIXocalypse Redux

Volatility Views 325: VIXocalypse Redux

Oct 15, 2018

Volatility Review: VIX Cash - 22.35, 6 point from last show, up nearly 10 points from two weeks ago. VVIX - 126, 15 handles higher than last show, 34 higher than two weeks ago. VIX Options - ADV: 541k, VIX call/put: 2.7/1, Total 9.53m (6.93m Calls, 2.60m Puts), VXX - 35.65, 9 points higher than last show.

Volatility Voicemail: Listener questions and comments

  • Comment from DelVecchio - Dude WTF #VIX.
  • Comment from XXX - "THERE IS A SPECIAL PLACE IN HELL FOR PEOPLE WHO QUOTE VIX AS A PERCENT."
  • Comment from Martin Ryan - XIV imploded. TVIX is alive and kicking - I've used it for years. The other options have their advantages and disadvantages too - good luck trying to get a reasonable fill from options traders in a fast market. At least with an ETF or ETN I have liquidity...
  • Question from Grigs - Why would shorting volatility during VIX futures contango fail?
  • Question from JasonNolk - Suggestions on how to be best net neutral here?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 12.55
  • Andrew - 13.25

This week:

  • Mark L. - 17.65
  • Andrew - 26.01