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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.

Jul 18, 2016

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

  • VIX Cash: 12.82, lower than expected.
  • VVIX: 86, back below 100 but still elevated.

Russells Weekly Rundown

  • VIX Weeklies updates
  • VIX Options: Mon: 461K, Tues: 233K, Weds: 475K, Thurs: 905K
  • Total 8.12m (5.46m Calls, 2.67m Puts)
  • Barclays breaks down best Vol trades in June.
  • Crude Oil
  • Gold

Volatility Voicemail: Listener questions and comments

Question from Vegas: Regarding VIX, we were at all-time highs in ES when we made the top of the yearly range and VIX was at a low level around 10. Now we're higher and VIX can't break 13.50 to the downside. What’s the deal?

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

Last Week:

  • Mark L.: 15
  • Mark S.: 13.5
  • Russell: 16.27

This Week:

  • Mark L.: 13.25
  • Andrew: 12.25
  • Russell: 13.51