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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 20, 2017

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

  • VIX Cash - Just under 11.76
  • VVIX - 80
  • CBOE Skew Index - 141, approaching 6-month high of 146 set on Jan 20.
  • VIX Futures: Front month premium to cash - 1.25; Two month premium to cash - 2.50.

Russell's Weekly Rundown:

Volatility Voicemail: Quizzes, questions, comments

Options #QuestionOfTheWeek: Trading single #Calls and #Puts is fine, but smart #Options traders use spreads. What is your go-to spread?

  • Vertical/Ratio Vertical
  • Calendar/Diagonal
  • Butterfly/ Iron Butterfly
  • Iron Condor

Listener questions:

  • Question from Nordictan - Is it possible to change the default LiveVol font settings and make it larger? The current setting is simply too small for my multi-monitor setup. My screen devoted to LiveVol is a bit removed from my seating position so I always struggle to read it. A nice pop in the font size would be very useful.
  • Question from Vincent Chase - Why do you say that this earnings cycle is disappointing from a volatility perspective?

Crystal Ball: Your headquarters for wild and reckless prognostication.

Last week:

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

This week:

  • Mark L. - 11.25
  • Mark S. - 10.75
  • Russell - 12.01