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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.

Apr 15, 2019


SPIKES - 12.25, down 0.5-points from last show

VIX Cash - 12.3, 0.7-points lower than last week

VVIX - 85, 6-points higher than last show. We saw the expected pop but not the expected move in VIX/VXX

VIX Options - ADV: 530k, Total 11.1m (8.41m Calls, 2.65m Puts)

VXXB - 26.6, 1.4-points lower than last show





Question from Jim Daily - Just to clarify. Are they really staying with $VXXB? There’s no name change coming?

Comment from Jack Heneka - Hi, greetings from Europe!

Question from Curious George - RE: VXEFA silly prints. My question is: VXEFA has had some ridiculous intraday spikes. Yesterday O-11.8, C-11.4 with a High 25.5? Can you weigh in on what is causing that and what CBOE might do to eliminate these nonsensical prints? Also, really enjoyed your coverage of SPIKES. Are they going to do anything in EAFE or EEM? Thanks for all the good work you do!

Question from Allen Y. - I get that if i buy vix options i can hedge them with vix futures. If i trade spikes options can I also hedge them with VIX futures or do I have to do some sort of spy straddle? It seems from my initial review that vix futures are closely correlated enough to get the job done.




Last week:

Mark L. - 13.25

Mark S. - 12.37

Simon - 12.65
Next week:

Mark L. - 12.75

Mark S. - 12.37