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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.

Feb 13, 2017

Volatility Viewpoint: Today we have special guest: Greg King, REX ETFs CEO/Founder, "The Godfather of VXX."

He discusses:

  • The process for launching VXX
  • How did it come about?
  • The process for launching XIV
  • Why make the switch into a short volatility product?
  • What is REX ETF?
  • How do the new products work?

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

  • VIX Cash - under 11
  • VVIX - 85.84
  • VIX Futures: Front month premium to cash: 1.1. Two month premium to cash: 2.80.

Russell's Weekly Rundown:

  • VIX Options: ADV - 559k. Mon - 350k, Tues - 519k, Weds - 886k, Thurs - 691k. Total 9.18m (6.82m Calls, 2.36m Puts).
  • VIX Call/Put: 2.8/1
  • CBOE Skew Index - 129, down 4.82 (3.6%)
  • OIV/OVX - 29.50
  • GVZ - 15
  • TYVIX - 5.40

Crystal Ball: Wild and reckless prognostication.

Last week:

  • Mark L. - 10.50!
  • Mark S. - 10.92
  • Russell - 12.01
  • GUEST - 11.34

This week:

  • Mark L. - 10.45
  • Mark S - 10.85
  • Russell - 11.75