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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 10, 2017

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

  • The VIX juice is loose
  • OCC cleared futures volume in June reached 13,194,530 contracts, a 16% increase from June 2016.
  • One of the most popular - and controversial - trades in the stock market (XIV) is showing no signs of slowing down. MRA attributes the spiking popularity to the participation of mom and pop investors.

Russell's Weekly Rundown:

Options question of the week:: Blue Apron $APRN is down over 10% from its #IPO price. Assuming #Options were listed, what trade would you make?

  • Buy Dec 10 Call for $1
  • Buy Dec 9 Put for $1
  • Sell Dec 10 Call for $1
  • Not Touching $APRN

Listener questions and comments

  • Question from Avery Thompkins - Heard you guys debating theoretical low for XIV. I am down with 5. That makes sense. What about the other side? How high can it get? Is 1,000 in the conversation?
  • Comment from Safari Dad - A day without volatility is a day without sunshine
  • Question from Vtrader168 - While VIX is at historical low, but Nov VIX future still stay high at 16.20. Nov VIX was ~15.7 on 5/1 and 5/2. So the term structure is relatively steep. Any implication?

Crystal Ball: Your prognostication headquarters

This week:

  • Mark L. - 9.85
  • Mark S. - 10.05
  • Russell - 10.23