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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.

Aug 6, 2018

Volatility Review: A review of the week from a volatility point of view, featuring guest co-host David Lincoln of The Short Vol Show.

  • VIX Cash - 11.83, down slightly from last week.
  • VVIX - 88, three-points lower than last week.
  • VIX Options - ADV: 440k, VIX call/put: 2.9/1, Total 6.44m (4.79m Calls, 1.64m Puts)
  • VXX - 30.5, half a point lower than last week.
  • Earnings Volatility: Apple, Tesla, Activision/Blizzard, Shake Shack, Blue Apron, Go Pro and Cboe

Volatility Voicemail: Listners take over

Options question of the week: Earnings season is still in full swing. Which names will dominate your #Options trading this week?

  • 46% - Apple, $AAPL
  • 40% - Tesla, $TSLA
  • 8% - GoPro, $GPRO
  • 6% - CBOE, $CBOE

Listener questions and comments:

  • Question from Nils - You guys buying any more of those VXX puts?
  • Question from Roxy -Explain to me again how buying thousands of worthless January puts in VXX is a good trade?
  • Question from Elan - My broker doesn't list the $VIX futures alongside the options. It's damn confusing! Why don't they all just post them so I can see what I'm trading my options on? Instead I have to pull up a separate platform with the futures quotes so I can make sense of it all.

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. -12.45
  • Andrew -13.25

This week:

  • Mark L. -11.45
  • Mark S. -12.76
  • David - 12.05