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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.

Apr 18, 2016

Volatility Review: VIX got crushed, VIX IV did not. CBOE announced it has created a series of 13 "Buffer Protect Indexes."

Russells Weekly Rundown:

  • VIX Options: A strong volume week - particularly Wednesday (1.08M). Total 8.52M (6.46M Calls, 2.07M Puts)
  • Trading hours for RVX Futures expanded - new start time 7:30am CST.
  • Earning volatility this week: Alcoa, Citigroup, JP Morgan Chase, Bank of America, Delta Airlines
  • Crude Oil: OIV/OVX - up 9% to $50.50. WTI Crude - 3% into oil meeting.
  • Gold: GVZ 17.83 - well off recent highs.

Volatility Voice mail: Listener questions and comments

  • Question from LosAngelino: What happened to the single name VIXes? You guys talked about them on the show years ago for names like Apple and Amazon. But I do not see them trading anywhere. Were they ever listed?
  • Question from Nick C. - Do OTM VIX calls suffer from the same inflated volatility premium as S&P 500 OTM puts? If so does it not make them both prohibitively expensive to use as a hedging vehicle?

Crystal Ball: Last episode the VIX guesses were:

  • Mark L. - 14.5
  • Russell - 17
  • Mark S. - 15.5

Big earnings week next week: GOOG, Goldman, INTC, IBM, MSFT, NFLX, Southwest, United Airlines, YHOO