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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 25, 2017

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

The numbers:

Russell's Weekly Rundown:

  • VIX Options - ADV: 813k, VIX call/put: 3.5
  • Total 9.96m
  • OIV - 26.53

Volatility Voicemail: Listeners take over the show

Volatility Views/TWIFO Flash Poll: With $SPX #Volatility -aka $VIX- in single digits where are you getting your index vol fix these days?

  • Russell 2000: $RVX, $IWM
  • Dow: $DJIA, $VXD, etc.
  • NASDAQ: $QQQ, $VXN, etc.
  • Buying $VIX for rebound.

Listener questions and comments

  • Question from Swatcat - Which instruments are there that are very liquid, if you are going long VIX? I have found one so far, ticker: VIXY / Nordic options trader
  • Question from TicTac - You guys said it's not a good time for vix front spreads. Why not?
  • Question from LA Town - Your call for worst Vol ETF?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 11.5
  • Mark S. - 11.01
  • Russell - 12.25

This week:

  • Mark L. - 9.8
  • Mark S. - 10.5
  • Russell - 11.11