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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.

Sep 5, 2017

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

The numbers:

  • VIX Cash - 10.59, VVIX - 94.86
  • CBOE Skew Index - 130.5

Russell's Weekly Rundown:

  • VIX Options: ADV - 785k, VIX Call/Put - 3.3
  • Total 12.0m (9.24m Calls, 2.76m Puts)
  • OIV - 28.29
  • OVX - 28.37

Volatility Voicemail: Options Question of the week:

Let's get cheap! If you had to buy "lottery ticket" December calls for $.05 in one name - which would you choose? #HomeRun

  • AMZN
  • AAPL
  • Tesla
  • VIX

Listener Questions and Comments:

  • Question from JC - What am i missing? If VXX erodes why does anyone buy it?
  • Question from Simyan - So I should just short VXX into the dust? Is that the deal?
  • Question from Nils - So if the max length between splits is 3 years, and the minimum split price is $10 - aren’t the Jan 2019 20 puts for $2 a screaming deal?
  • Question from TimTim - Do any other Vol products exhibit this erosion?

Crystal Ball: Wild prognostication

Last week:

  • Mark L. - 11.75
  • Mark S. - 11.00
  • Russell - 10.80

This week:

  • Mark L. - 10.15
  • Mark S. - 10.65
  • Russell - 11.00