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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.

Apr 29, 2013

Volatility Views 88: Reestablishing the Norm

Volatility Review: Vol has spiked in the last week, going nearly as high as during the Italian elections. CBOE computers go down. How does the inability to trade VIX affect the overall markets?

Listener Mail: Mark and Don will take your questions now.

  • Question from Phil Z. - Mark, love the show! Could you explain what you, Don, and Mark S. mean when you say VIX has "roll risk"?
  • Question from Tom S. - Do you agree with the theory of your guest that near-term S&P OTM puts are the most resilient to time decay?

The Crystal Ball: VIX should stay high for a while, but will not go above 14%.