Feb 24, 2014
Volatility Views 100: Volatility Tourists and Shoe Shine Boys
Volatility Viewpoint: This week’s guest is Chris Cole, Managing Director at Artemis Capital Management.
Volatility Review: The first...
Feb 18, 2014
Volatility Views 99: Debunking BXM vs. PUT
Volatility Viewpoint: Jason Ungar, volatility researcher, co-creator on the Put-Write index with the CBOE, financial advisor, and restaurant owner joins the gang to discuss the Put-Write index. They discuss:
Feb 10, 2014
Volatility Views 98: The Rise of Short-Term Volatility
Volatility Review: A crazy week for VIX call buyers - they did not get the pop they were expecting. Looks like that big VIX call writer last week was on the right course.
Volatility Viewpoint: Our guest today is Jay Caauwe - CBOE Futures Exchange.
Feb 3, 2014
Volatility View 97: Consulting Volatility
Volatility Review: So much for single digit VIX cash in Q1. VIX options call/put nearly 3 to 1 right now, hovering at record size. People still loving VIX upside - size open interest all the easy up to the Feb 60 strike. Current RVX open interest at 2700 contracts, traded...