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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 20, 2018

Volatility Review, featuring special guest Scott Nations, CNBC Contributor & Creator of VolDex.

He discusses:

  • An update on SkewDex/VolDex.
  • Will Nasdaq list it soon?
  • Does the current debate over VIX manipulation create an opportunity for VolDex, or does it muddy the waters for all volatility products?
  • Is he hearing more clients and customers who are interested in a skew-less VIX?

A look back at the week from a volatility perspective

  • We 've had a volatility whipsaw recently - we 're up, then we 're down.
  • VIX Cash - 13, slightly up from last week.
  • VVIX - 103.5, higher than last week.
  • VIX Options - ADV: 451k, VIX call/put: 2.9/1, Total 8.79m (6.56m Calls, 2.22m Puts)
  • VXX - 30.25, slightly higher than last week.

Volatility Voicemail: Listeners weigh in

  • Question from B Bort - Why does skew exist in VIX options?
  • Question from Lisl - I looked at VXX Jan 10 puts then ended up moving up the chain to the 20s. Got some ranging from $.65-$.82. So a little bit more but I think my odds are better. Although I could get 60-80 of the other puts for every one of these. Do you hate?

Volatility flash poll: Play along with the Volatility Views crew and make your own guess for the Crystal Ball segment. Where will VIX be at 1pm Central on Friday (aka the end of the show).

  • 12.5-12.99
  • 13-13.49
  • 13.5-13.99
  • 14-14.5

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 12.25
  • Andrew - 11.01
  • Guest - 13.05

This week:

  • Mark L. - 12.25
  • Mark S. - 11.95