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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.

Feb 22, 2016

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.

  • VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)
  • Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67
  • Gold: GVZ 25.67 - Extremely elevated. Gold rallying hard in recent sessions.

Volatility Voicemail: Listener questions and comments

  • Option Insider Question of the Week: How Many U.S. Options Exchanges Do We Need?

    5%  - 14 is perfect!

    30% - The more the merrier.

    60% - Make it stop!

    5% - Other

  • Question from George K. - What typically happens to volatility around a presidential election?

Crystal Ball: The celebrations for Chinese New Year are over. Back to work!

Where will VIX be next week?

  • Sebastian: 26 on Thursday, 24.5 on Friday.
  • Russell: Low 19s
  • Mark: 21.50-22

Who will win? Tune in next week to see