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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 163: VSTOXX, TYVIX, VVIX and More

Volatility Views 163: VSTOXX, TYVIX, VVIX and More

Jun 24, 2015

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

  • June VIX settles at 14.67
  • VIX Futures: Front month down to 15.15
  • VIX Options: VIX call/put = 3.9 - getting more attention again.
  • RVX: OI 61 Contracts
  • VXUP / VXDN
  • VSTOXX: Hit 5-month high of 27.75 on Monday ahead of the emergency meeting on Monday. VSTOXX vs. VIX Spread widened this week with VIX crisis.
  • Crude Oil: OVX: 30.60; OIV: 30.46
  • Rates: TLT Aug IV = 15 - Has not changed much over the past month.

Volatility Voicemail: Listener questions and comments

  • Question from Tasty Meatballs - What is your take on the new TYVIX index disseminated by the CBOE?
  • Question from Jarvis - This is for the volatility views radio program. There are a lot of players entering the volatility ETF world. Some offer ratio products, inverse products or the new wave of spot products. I would like to know if there is a certain type of ETF or a certain area of the market that you think is ripe for a new volatility product.
  • Question from Azon - How does VSTOXX perform relative to VIX? Just as call heavy? Similar pops to the upside?

Crystal Ball: VIX pop? Buyers to come when the deadline looms.