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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 29, 2016

Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost.

Russells Weekly Rundown:

  • Wednesday weeklys!

VIX Options:

  • Fairly light volume week.
  • Thurs: 488k, Weds: 495k, Tues: 409k, Mon: 735k.
  • Total 5.55M (3.89M calls, 1.66M puts)

Even more CBOE studies!
Crude Oil
Recent rumors of supply action driving crude.
Volatility remains on low end of recent elevated range. OIV/OVX - 67.
Gold: GVZ 23.36 (elevated)

Volatility Voicemail: Listener questions and comments:

  • Options Question of the Week: No love for more options exchanges - Twitter poll has 60% of respondents saying "Heck no to more exchanges!!!"
  • Question from George T. - What is the longest stretch of backwardation in VIX history?

Crystal Ball: Vol Predictions: Russell - higher than everybody - above 25. Mark S. - low 20s. Mark L. - 23