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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 319: Talking VIX, VXX, VOLI and NVDA Volatility

Volatility Views 319: Talking VIX, VXX, VOLI and NVDA Volatility

Aug 27, 2018

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

  • VIX Cash - 12, down one point from last week.
  • VVIX - 93, ten handles lower than last week.
  • VIX OPTIONS - ADV: 462k, VIX call/put: 3.3/1, Total 6.31m (4.83m Calls, 1.48m Puts)
  • Return of the 1x2?
  • VXX - 28.65, one and a half points lower than last week.
  • Earnings Volatility: NVDA - ATM straddle: $16.50, approx. 6%
  • VIX lawsuit press release - Kessler Topaz chosen as co-lead counsel overseeing national antitrust case alleging manipulation of CBOE's Volatility Index

Volatility Voicemail: Options question of the week

We're talking about crypto derivatives at the @BlockchainVoice Conference. So this week we want to know which crypto product you'd like to see listed on a major venue next?

  • Bitcoin Options
  • Ripple Options/Futures
  • Ether Options/Futures
  • Litecoin Options/Futures

Listener questions and comments

  • Comment from Vixologist: VolTwits should listen to @ScottNations on latest installment of Volatility Views from @Options https://tinyurl.com/yb9uebww Scott talks about the alt volatility measures he has developed.
  • Comment from Middling Radical: I have his thinkorswim indices up but confess I find the VIX complex and certain ratios just as helpful.
  • Comment from FearMerchant: I have them on my screen and I was tracking a ratio of VIX/VOLI for a while to see when they diverge/converge. It proved to be of little value.
  • Comment from David Lincoln : They have some good people on that show....... ;)
  • Comment from FContangotrader: VIX at 12.28 and the market at ATH says everyone are hedged with puts SPX,VVIX over 100 says lot of VIX calls buying as a hedge also, market will break to the upside.
  • Comment from Nathan L.: All these people buying VIX puts have me confused. How low can this vol bear trend really get - maybe 9? So the downside is quite limited. I definitely prefer bull call spreads in this environment with potentially selling OTM puts as a financing tool.

Crystal BallL Your prognostication headquarters

Last week:

  • Mark L.: 12.25
  • Mark S.: 11.95

Next week:

  • Mark L.: 11.55
  • Mark S.: 11.95