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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.

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  2. Volatility Views 307: Where Are 50 Cent and the VIX Whale?

Volatility Views 307: Where Are 50 Cent and the VIX Whale?

Jun 4, 2018

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

  • VIX Cash - 15.43, 3 points higher than last week.
  • VVIX - 95, 5 points higher than last week.
  • VIX Options - ADV: 557k (substantially lower than last show), VIX call/put: 2.8/1, Total 7.00m (5.14m Calls, 1.85m Puts)
  • What about the roll from June to July 37.5?
  • VXX - 35, 1 point lower than last week.
  • Paper buys buys size VXX July call spread.
  • VIX-mageddon revisited: it's the buyers who disappeared

Volatility Voicemail: Options question of the week

Holiday Weekends are notoriously tough for VIX traders. The markets love to crush Volatility going into these events. So we thought we'd poll the savvy VIX traders in our audience - where do you think VIX will OPEN on Tues 5/29?

  • 39% - Here: 12-14
  • 30% - Higher: 14-16
  • 18% - Lower: 10.5-12
  • 13% - Much Higher: >16

Flash Poll: Let's stick with our Volatility theme to round out the week. Quite simply - which product do you think has the highest 30-day implied Volatility? No cheating (or checking with your broker)! What does your gut tell you? VIX? Bitcoin? TSLA? RUSSELL2000? RUT? IWM?

  • Tesla, TSLA
  • VIX
  • Bitcoin
  • Russell 2000: Emini, RUT

Listener questions and comments:

  • Comment from Charles Montgomery Burns releasethehounds -I enjoyed listening to the broadcast today. Excellent
  • Question from Ned Brown - I wish it was made clear in these articles that the problem seems to be around settlement in the VIX. A good idea on orders to bring more liquidity into the settlement. I assumed the big volatility was the reason crypto options weren't being pushed. Has anyone asked the SEC about them?
  • Question from Bellat - What do you think of crypto Vol at these levels particularly bitcoin? Are you guys doing any trading even though there aren’t really any true options available yet?
  • Question from Pilz - Did we ever uncover the mystery behind 50 cent?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. -12.95
  • Mark S. -13.50

This week:

  • Mark L. -12.95
  • Mark S. - 12.50