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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 233: A Deep Dive into Asian Volatility

Volatility Views 233: A Deep Dive into Asian Volatility

Dec 12, 2016

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

  • VIX Cash - 12.3
  • VVIX - 91

Russells Weekly Rundown:

  • A glimpse into Russells RMC Asia excursion.
  • VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts)
  • Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls
  • Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over $50 is contributing to the Vol collapse.

Volatility Voicemail: Listener questions and comments

  • Comment from JoeSmith78 - Profit taking after FOMC meeting is my guess, why else would they move together?
  • Question from Jackobin - Is it possible to buy a basket of commodity volatility? Maybe an ETF?

Crystal Ball: Wild, perhaps reckless prognostication.

Last week:

  • Mark L. - 13.5
  • Mark S. - 14.25
  • Russell - 21.2

This week:

  • Mark L. - 12.25
  • Mark S. - 11.5
  • Russell - 13.5