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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 207: What the Heck is Smart Volatility?

Volatility Views 207: What the Heck is Smart Volatility?

Jun 6, 2016

Volatility Viewpoint: Today we are featuring Taylor Lukof, CEO of ABR Dynamic Funds.

ABR recently introduced their new "smart volatility" mutual fund: The ABR Dynamic Blend Equity and Volatility Fund (ABRVX).

  • What is it?
  • How does it work?
  • What next for ABR?

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

  • The impact of Non-farms on volatility.
  • VIX Cash: High of 15.25 on Weds - 13.63 today.
  • VVIX: 79.54 - near the low end of the recent range.
  • VXX: 13.09
  • XIV: 32.82

Russells Weekly Rundown

  • Russell Twitter picture is here
  • VIX Options: Tues - 655k, Weds - 300k, Thurs - 549k, Total 6.79m (4.85m Calls, 1.94m Puts)
  • Crude Oil: OVX/OIV: 36.64 - dramatically lower than earlier in the year.

Volatility Voicemail: Listener questions and comments

  • Question from Gabe - How can something like the VIX be technically oversold?

Crystal Ball: It's time for everyone's favorite game "Where will the VIX close?"

Last week:

  • Mark L. - 13.50
  • Andrew - 12.95

This week:

  • Taylor - 14.25
  • Mark L. - 13
  • Russell - 15.25
  • Mark S. - 14.25