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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.

Mar 4, 2013

Volatility Views 83: Check Your Levels

Volatility Review: We had quite a roller coaster week in terms of implied and realized vol. The importance of vol of vol has been showcased.

Listener Mail: We have a huge mail bag today.

  • Question from Big Ned: Is it possible for an options trader to ever truly be flat, aside from closing his positions?
  • Question from Alex Gumble: How do market makers manage their volatility exposure when everyone else in the pit (or bin) has the same position? That seems like a difficult prospect.
  • Question from Mikhail, Ukraine: Why do I need to worry about Vega? I only sell strangles and iron condors. The risk is clearly defined. If price is good, I sell. I price is not good, I don't sell. It’s very simple.
  • Question from Nix01: I liked Mark's article "VIX Activity - Hedge or Sign" from 2/27. Can he elaborate on the show?
  • Comment from Rich@PinProjects: Rule of 16, nice one! Thanks @Options #Volatility.
  • Question from Talos_A: Insider trading has been making many headlines. Do you feel sudden spikes/drops in volatility on a strike are the best indicators or unusual activity/insider trading?
  • Question from Nickel Silver: Where can I buy shares of VolX? Is it publicly traded?

The Crystal Ball: Sequestration! Keep an eye on Europe as well. Where can vol go next?