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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 25, 2016

Volatility Review, featuring special guest: Bill Luby from VIX and More.

  • VIX Cash: 12.18; Earnings season and the Fed not injecting substantial volatility into the marketplace
  • VIX Futures: Still surprising premium to cash
  • VVIX: 88.42. Back below 100, but still elevated

VIX Options: A light volume week across the board in all products, including VIX

  • Mon: 557k, Tues: 774k, Weds: 338k, Thurs: 566k, Fri: 163k
  • Total 4.95m (3.41m Calls, 1.54m Puts)

Earnings Volatility: Big names on the earning docket this week:

  • AT&T (T)
  • Chipotle Mexican Grill (CME)
  • E*Trade Financial (ETFC)

Crude Oil:

  • OIV: 39
  • OVX:39

Volatility Voicemail: Listener questions and comments

  • Question from AL08: IV or HV. Which is most important? Which should I pay attention to?
  • Question from Jack King: What is the primary driver of volatility, skew puts or calls?

Crystal Ball: Guess the closing price of the VIX

Last Week:

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

This Week:

  • Mark L.: 11.5
  • Mark S.: 9.5
  • Russell: 17.35
  • Bill: 12.71