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Volatility Views

626 episodes - English - Latest episode: 25 days ago - ★★★★ - 15 ratings

Volatility Views is the premier radio program for volatility traders. With leading industry guests and 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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Episodes

Volatility Views 359: Bitcoin Volatility, G20 and Clam Theory

July 01, 2019 14:32 - 1 hour - 72.8 MB

VOLATILITY REVIEW SPIKES - 15.85, up 1.35-points from last show VIX Cash - 16, up 2-points from last week VVIX - 87, up 6-points from last show VIX Options - ADV: 411k, Total 6.32M (4.86M Calls, 1.46M Puts) VXX - 26, 1.7-points lower than last week Huge move in Bitcoin futures this week - Big rally and massive selloff today Earnings: Tuesday - FedEx, Lennar Wednesday - General Mills, KB Home, Paychex, Rite Aid Thursday - Nike, Walgreens Boots Alliance Friday - Constella...

Volatility Views 358: The Volatility Clone Wars

June 24, 2019 15:51 - 1 hour - 75.3 MB

VOLATILITY REVIEW Trade war premium came and want, and now seems to be sticking. SPIKES - 14.50, down 1.25-points from last show VIX Cash - 14.65, down 1-point from last week VVIX - 81, down 3.5-points from last show  VIX Options - ADV: 482k, down 200k from last show, Total 5.62m (4.35m Calls, 1.27m Puts) VXX - 26, 1.7-points lower than last show Earnings: Tuesday - Adobe Wednesday - Oracle, Barnes & Noble Thursday - Kroger, Darden Restaurants (Yard House, Capital Grill, ...

Volatility Views 357: Talking Size Ratios in Spikes and VIX

June 17, 2019 18:18 - 1 hour - 77.7 MB

VOLATILITY REVIEW Trade war premium back and forth. SPIKES - 15.65, down 0.35 from last show VIX Cash - 15.65, down 0.35 from last week VVIX - 84.5, unchanged from last show VIX Options - ADV: 482k, Total 8.04m (6.01m Calls, 2.03m Puts) VXX - 27.67, slightly lower than last show Earnings: Tuesday - Dave & Busters Wednesday - Lululemon Thursday - Broadcom     VOLATILITY VOICEMAIL Question from Elliot - Looks like BTC is getting very volatile again. What are you see...

Volatility Views 356: Spooky Flat Volatility

June 10, 2019 17:13 - 1 hour - 71.9 MB

VOLATILITY REVIEW Guest: John Smollen - Executive Vice President, Head of Exchange Traded Products and Strategic Relations - MIAX Trade war premium came and went… and came back again… then went again. SPIKES - 16, down 2.5-points from last show VIX CASH - 16, 2.5-points lower from last week VVIX - 84.5, 10-points lower than last show VIX Options - ADV: 679k, Total 7.51M Earnings volatility this week Monday - box Tuesday - GameStop, salesforce Wednesday - Stitch Fix, Campbe...

Volatility Views 355: Mexican SPIKES and Binary TSLA Volatility

June 03, 2019 16:26 - 1 hour - 75.7 MB

VOLATILITY VIEWPOINT Guests:  Jimmy Heinz -  Equity Volatility Trader, Gelber Group & Brendan Carter,  Equity Volatility Trader, Gelber Group       VOLATILITY REVIEW Trade war - Trump decided China wasn’t enough and picked a new trade war with Mexico SPIKES - 18.5, up 2-points from last show. VIX Cash - 18.5, 2.25-points higher than last week. VVIX - 94.5, 2.5-points higher than last show VIX Options - ADV: 708K VXX - 30.5, 2.5-points higher than last week       ...

Volatility Views 354: Upside is Back in Fashion

May 28, 2019 14:43 - 1 hour - 77.1 MB

VOLATILITY REVIEW Trade war premium came and went… and then came back again! SPIKES - 16.5, up 0.75 from last show VIX Cash - 16.25, up 0.75 from last week VVIX - 92, 3-points lower than last show VIX Options - ADV: 708k, Total 6.62m (4.97m Calls, 1.65m Puts) VXX - 28, unchanged from last show       CRYSTAL BALL Next week: Mark L. - 14.75 Mark S. - 14.10 Matt - 13.25

Volatility Views 353: Is Anyone Trading UVXY Anymore

May 20, 2019 17:07 - 1 hour - 73 MB

VOLATILITY REVIEW Trade war premium came and went. SPIKES - 15.75, down 4.25-points from last show VIX Cash - 15.5, 4-points lower than last week VVIX - 95, 8-points lower than last show VIX Options - ADV: 668k, Total 10.2m (7.42m Calls, 2.73m Puts) VXX - 28, 2-points lower than last show Earnings Highlights: Thursday - Walmart, Nvidia, Pinterest Friday - John Deere       VOLATILITY VOICEMAIL Comment from J3Dingle - I saw on Bloomberg that one of the 20+ Democrats...

Volatility Views 352: The Volatility Beast is Back... or maybe not

May 14, 2019 00:29 - 1 hour - 70.1 MB

VOLATILITY REVIEW Trade was premium is back as Trump continues to ratchet up the tariffs. SPIKES - 20, up 7-points from last show VIX Cash - 19.5., 7-points higher than last week VVIX - 103, almost 20-points higher than last show VIX Options - ADV: 459k, very low. VXXB - 30.3, 5-points higher than last week, ADV: 167k SPIKES Versus VIX: How to Take Advantage of the Differences - https://www.investorsalley.com/spikes-versus-vix-how-to-take-advantage-of-the-differences-article-j...

Volatility Views 351: Live From OIC 2019

May 06, 2019 22:28 - 45 minutes - 52.1 MB

VOLATILITY VIEWPOINT Guest: John Smollen, EVP, Head of Exchange Traded Products and Strategic Relations, MIAX Guest: Simon Ho, CEO, T3 Index       VOLATILITY VOICEMAIL Comment from Allegheny Lad - Cheers to the listener who said they hedge their VXXB downside with alcohol. I feel their pain and I raise my glass in solidarity. I find a nice Jameson on the rocks seems to “hedge” most effectively - but ymmv. Thanks for your fine program. Question from Charlie C - Quick question ...

Volatility Views 350: The Volatility Endgame

April 29, 2019 15:42 - 1 hour - 70.4 MB

VOLATILITY REVIEW SPIKES - 13, up 0.75-point from last show. VIX Cash - 12.75, up 0.5-points higher than last week. VVIX - 84,  1-point lower than last show VIX Options: Friday - 148, ADV - 459k, Total 7.41m (6.19m Calls, 1.22m Puts) VXXB - 25.3, 1.3-points lower than last show. Earnings Highlights: Tuesday - Twitter, Snap Wednesday - FB, Tesla, Microsoft, Boeing, Chipotle, PayPal, WWE Thursday - Amazon, Starbucks, Intel, Grubhub, Mattel         VOLATILITY VOICEMA...

Best of Volatility Views: Brexit Volatility Explosion

April 22, 2019 16:42 - 54 minutes - 49.6 MB

Volatility Review: Brexit, Brexit, Brexit!!! Weekly Options Insider Poll - Do you think the UK will make a Brexit from the EU? Yah - 24% Nah - 43% I am sick of Brexit - 33% Volatility Voicemail: Listener questions and comments Question from Tronghi: Detailed thoughts on VIX futures curve as of June 15. Question from JVon: What strategies don't work for the short VIX ratio call spread. Question from BB Wins: Can you give me an example of good strikes for a VIX 1-by-2 ratio spread ...

Volatility Views 349: Behold the Power of Volatility Views

April 15, 2019 15:13 - 1 hour - 72.8 MB

VOLATILITY REVIEW SPIKES - 12.25, down 0.5-points from last show VIX Cash - 12.3, 0.7-points lower than last week VVIX - 85, 6-points higher than last show. We saw the expected pop but not the expected move in VIX/VXX VIX Options - ADV: 530k, Total 11.1m (8.41m Calls, 2.65m Puts) VXXB - 26.6, 1.4-points lower than last show       VOLATILITY VOICEMAIL Question from Jim Daily - Just to clarify. Are they really staying with $VXXB? There’s no name change coming? Comment fro...

Volatility Views 348: 1x2 Ratio Debates and Inverse Volatility

April 08, 2019 16:09 - 1 hour - 78.1 MB

VOLATILITY REVIEW A week of mild rallies, trade war progress and dwindling recession fears killing volatility. Non-farms did not spark any volatility. SPIKES - 12.8, down nearly 1.5-points from last show VIX Cash - 13, 1-point lower than last week VVIX - 79, 8-points lower than last show VIX Options - ADV: 523k, Total 10.0m (7.68m Calls, 2.32m Puts) VXXB - 28, 1.5-points lower than last show LYFT extremely volatile post IPO.       VOLATILITY VOICEMAIL Comment from T ...

Volatility Views 347: SPIKES and Erosion

April 01, 2019 15:15 - 1 hour - 86.7 MB

VOLATILITY REVIEW A week of mild rallies is killing volatility. Latest Brexit fail is not spooking the market. SPIKES - 14.1, nearly 3-points lower than last show. VIX Cash - 14, 2.5-points higher than last week. VVIX - 87, 11-points lower than last show. VIX Options - ADV: 549k, Total 9.37m (7.18m Calls, 2.19m Puts). More 1x2 call spread today. VXXB - 29.5, 2.5-points lower than last show.     CRYSTAL BALL Last week: Mark L. - 14.25 Mark S. - 12.37 Simon - 13.55 Nex...

Volatility Views 346: Roaring Back With a Vengeance

March 25, 2019 15:13 - 1 hour - 85.5 MB

VOLATILITY REVIEW SPIKES - 16.87, nearly 5-points higher than last show VIX Cash - 16.5, nearly 4-points higher than last week VVIX - 98 - 18-points higher than last show VXXB - 32, nearly 4-points higher than last show VIX Options - ADV: 569k, Total 8.71m (6.65m Calls, 2.06m Puts) A strong selloff sparked by weak economic data in US & Europe. Europe's stock volatility gauge hits six-week high as weak data stirs worries         VOLATILITY VOICEMAIL Question from Brew ...

Volatility Views 345: Rise of a New Volatility Whale

March 19, 2019 13:53 - 53 minutes - 74.6 MB

Volatility Views 344: The Return of Crazy Ratio Verticals

March 11, 2019 14:49 - 1 hour - 85.8 MB

VOLATILITY VIEWPOINT Guest: Simon Ho - CEO, T3 Index What about the burgeoning volatility market in Australia? What is price dragging? How does it help to avoid the manipulation issues plaguing VIX? Is SPIKES performing up to your expectations during the recent resurgence of volatility?       VOLATILITY REVIEW Weak jobs and trade reports SPIKES  -17.25, 2.5-points higher than last show. VIX Cash - 17.50, nearly 3-points higher than last week. VVIX - 91, 11-points high...

Volatility Views 343: A New Era in Volatility

March 04, 2019 17:25 - 1 hour - 89.8 MB

VOLATILITY VIEWPOINT SPIKES What is it? Why bring it to the market now? SPIKES launched on Feb 21. How did it go? How has the market responded to SPIKES? How is the liquidity shaping up in SPIKES in the early days?   VOLATILITY REVIEW SPIKES - 14.79 VIX Cash - 14.75 VVIX - 80 VIX Options - ADV: 476k VXXB - 31.5   VOLATILITY VOICEMAIL Question from J Sign - Is Spikes live? I can’t find it on my broker screen? What’s the ticker? Question from Vex1 - Why does it take s...

Best of Volatility Views: Back to the Beginning

February 22, 2019 18:00 - 27 minutes - 19.2 MB

Best of Volatility Views: Back to the Beginning It's a shortened holiday week. So we thought we'd take you back to the primordial ooze days of Volatility Views with the inaugural sneak preview episode from August 2011.  

Volatility Views 342: Trade the Erosion, Hedge the Explosion

February 18, 2019 15:12 - 1 hour - 90.3 MB

VOLATILITY REVIEW VIX Cash - 14.8, 2.5-points lower than last week. VVIX - 80, 7.5-points lower than last show. VIX Options - ADV:476k, Total 6.20M (4.86M Calls, 1.34M Puts) VXXB - 32.5, 2.5-points lower than last show. SVXY - 46, unchanged from last show.         VOLATILITY VOICEMAIL #QOTW - $VXX is dead! Long Live $VXXB! There's a (somewhat) new kid on the #Volatility trading block. Are you trading $VXXB #options yet? If not, how are you getting your #Volatility fix t...

Volatility Views 341: Talking VIX, Spikes, VXXB, Earnings Volatility and More

February 11, 2019 17:10 - 59 minutes - 82.9 MB

VOLATILITY REVIEW VIX Cash - 17.18, can you say Bullseye!? VVIX - 87.5, approx. 8-points higher than last show, dipped to 76.45 earlier this week. VIX Options - 156k, ADV: 497k, Total 8.72m (6.68m Calls, 2.05m Puts) VXXB - 35, 2-points lower than last show. Today - 40k, ADV - 199k       VOLATILITY VOICEMAIL #QOTW - With everyone still shaking off #SuperBowl haze, let's start the week by applying your trading mindset to next season. If you had to buy a call on one team to ma...

Volatility Views 340: VXX is Dead. Long Live VXXB

February 04, 2019 17:52 - 1 hour - 83.7 MB

Volatility Review - Jan VIX futures volume down size from 2017 - Overview of Hot VIX options positions - Overview of interesting VIX options trades - Will there be an end-of-day selloff in VIX futures from VXX - First look at hot VXXB options positions - Earnings Volatility Overview: AMZN, MSFT, FB, QCOM, AAPL and more Volatility Voicemail - Why is the market so slow to adopt VXXB - Can market makers see if your spx or vix order is open or close - and more   Crystal Ball ...

VOLATILITY VIEWS 339: Shutdown Deal vs VIX plus INTC, SBUX, XLNX and More

January 25, 2019 23:09 - 57 minutes - 53 MB

Today Mark and Mark discuss: Volatility Review Segment VIX and VVIX relatively unchd. from last week. VIX futures still weirdly flat VIX options volume still relatively anemic VXX options love switching to calls How will the Shutdown Deal impact volatility? Earnings Volatility Review We discuss: INTC SBUX XLNX JBLU and more Volatility Voicemail We answer you questions about INTC volatility, ratio 1x2 spreads and more. Crystall Ball Picks Mark L. - 17.25 Mark S....

Volatility Views 338: Boulevard of Broken VXX Dreams

January 21, 2019 07:10 - 54 minutes - 50.3 MB

Volatility Views 338: Boulevard of Broken VXX Dreams - Host: Mark Longo, CEO - Options Insider Media Group - Co-Host: Mark Sebastian, Founder - OptionPit.com Volatility Review - Major indices up nearly 1.5% across the board with volatility taking a bath.  - Mark and Mark break down the legion of Jan VXX puts that will expire worthless this week.  Volatility Voicemail - We answer your questions about VIX 1x2 verticals, VXX sadness, Powell puts and more...  Crystal Ball - Our picks...

VOLATILITY VIEWS 337: Looking At Volatility From A European Perspective

January 11, 2019 21:21 - 54 minutes - 50.1 MB

VOLATILITY VIEWS 337: Looking At VIX From A European Perspective - HOST: MARK LONGO, OPTIONS INSIDER MEDIA GROUP - SPECIAL GUEST CO-HOST: AASH VYAS, PORTFOLIO MANAGER -  TUNGSTEN INVESTMENT FUNDS VOLATILITY REVIEW SEGMENT VIX STILL EERILY FLAT - HOVERING AROUND 20 LEVEL. MARK/ANDREW VOLATILITY REVIEW - WHICH VOLATILITY TRADES, TRENDS OR DEVELOPMENTS CAUGHT YOUR EYE THIS WEEK? VIX CASH 19.25 - 3.5 PTS LOWER THAN LAST SHOW VVIX 85.5 - 4.5 PTS HIGHER THAN LAST SHOW VIX FUTURES CU...

Volatility Views 336: Kicking off 2019 With Some Volatility

January 07, 2019 04:37 - 54 minutes - 74.8 MB

Volatility Views 336: Kicking off 2019 With Some Volatility Host: Mark Longo, CEO & Founder - The Options Insider Media Group Co-Host: Mark Sebastian, Co-Founder -OptionPit.com, Portfolio Manager - Karman Line Capital VOLATILITY REVIEW Massive jobs report - The economy added 312k jobs in Dec, although unemployment is up to 3.9% Powell’s speech apparently didn’t save the market too much. VIX Cash - 22.75, nearly 6-points lower than last show. VVIX - 81, 14-points lower than last show...

Volatility Views 335: 2018 Vol Review Spectacular

December 31, 2018 17:28 - 1 hour - 88.6 MB

VOLATILITY REVIEW VIX Cash - 28, nearly 6-points higher than last show. VVIX - 95, 10-points lower than last show. Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility - https://www.bloomberg.com/news/articles/2018-12-18/mnuchin-blames-volcker-rule-high-speed-trading-for-volatility VIX Options - 575k, Total 6.73m (5.24m Calls, 1.50m Puts) VXX - 50, 4-points higher than last show. 2018 Theme - The Year That Vol Returned, aka the year we got the real Trump administration ...

Volatility Views 334: Fed and Trump Kick VIX into Overdrive

December 26, 2018 17:38 - 57 minutes - 53.6 MB

Volatility Review: A look at last week from a volatility perspective. VIX Cash - 26.5, nearly 4-points higher than last show. VVIX - 105, 8-points higher than last show Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility VIX Options - ADV: 575k down nearly 20k from last show. Total 5.50m (4.23m Calls, 1.27m Puts) VXX - 46, 6.5-points higher than last show. SVXY - 43, almost 3 handles lower than last show. Volatility Voicemail: Options question of the week Which upcom...

Volatility Views 333: Another Week of Vol Craziness

December 17, 2018 20:35 - 40 minutes - 27.2 MB

Volatility Review: A look back at the week from a volatility perspective What exactly is afoot? VIX cash International volatility trends: France for the win! Volatility opportunities 1-by-6 fever? Aggressively naked Take the money and run Volatility Voicemail: Options questions of the week Everyone loves trading AAPL Options. So the open interest is always very high. But a few interesting options dominate the rest. What do you think is the largest open position in AAPL right ...

Volatility Views 332: Revenge of a Muted VIX

December 10, 2018 22:13 - 1 hour - 40.5 MB

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 22.65, 3.25 higher than last show VVIX - 97, 3-points higher than last show VIX Options - ADV: 594k - up nearly 50k from last show Hot VIX options today: 10000 VIX Feb 13th 17.0 Puts $1.025 3999 VIX Dec 12th 30.0 Calls $0.10 42800 VIX Dec 19th 40.0 Calls $0.14 37700 VIX Jan 16th 32.5 Calls $0.562 Plus: VXX - 35.5, 1-point lower than last show SVXY - 46, almost 4 handles lower than last show ...

Volatility Views 331: The Winners of the Great Crystal Ball Contest

December 03, 2018 21:33 - 1 hour - 41.6 MB

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 19.4, almost unchanged from two week ago VIX - 94, 12-points lower than last show VIX Options - ADV: 546k, Total 6.77m (4.81m Calls, 1.95m Puts) VXX - 35.5, 1-point lower than last show Crypto crushed below $4k recently Volatility Voicemail: Options question of the week: AAPL continues to take a beating - recently dropping below $175. We know many of you LOVE to trade $AAPL and this selloff creat...

Best of Volatility Views: The Birth of Modern Volatility Skew

November 23, 2018 18:00 - 1 hour - 60.1 MB

Volatility Review: A look back at the week from a volatility perspective. Black Monday. Happy 30th Birthday to Volatility Skew! The numbers: VIX - 93.33 CBOE Skew Index - 146 VXN - 14.64 Russell's Weekly Rundown: VIX ADV - 876k VIX call/put - 4.1 VXX - 34.39 XIV - 105.87 Volatility Voicemail: Options question of the week Earnings Season is here! Which name do you plan to trade most actively this cycle? 27% - Tesla - $TSLA 34% - Amazon - $AMZN 23% - Apple - $AAPL 16...

Volatility Views 330: Mega Crystal Ball Palooza

November 20, 2018 02:10 - 58 minutes - 54 MB

Volatility Review: A look back at the week from a volatility perspective Sell-offs appear to be slowing down Tech earnings weighing things down Facebook: did they or didn't they? Are we in a trade war? VIX cash: 19.17 VVIX: 106 - up from last show VIX futures keeping pace or outpacing the index Blow out in nat gas options NVDA, AMAT earnings Volatility Voicemail: Listeners take over Comment from Ninny - I think VIX will touch your kids. Question from LLAX: How come you g...

Volatility Views 329: VIX Is Weird But Will Not Touch Your Kids

November 12, 2018 21:14 - 1 hour - 40.7 MB

Volatility Review: Earnings Highlights for the Week Tuesday - GE, Sony, BP, FB, eBay, Pfizer, Coca-Cola Wednesday - GM Thursday - Apple, Starbucks, Weight Watchers, Spotify, Cigna, Dow/DuPont Friday - ExxonMobil, Cboe, Alibaba, Chevron, Berkshire Hathaway Volatility indicators: VIX Cash - 17.75, 2.75-points lower than last show VVIX - 100, unchanged from last show VIX Options - ADV: 618k, VIX call/put: 2.1/1, Total 9.40m (6.29m Calls, 3.11m Puts) VXX - 37.5, 3-points lower tha...

Volatility Views 328: Apple Vs. VIX

November 05, 2018 17:04 - 1 hour - 58.5 MB

Volatility Review: A look back at the week from a volatility perspective. Apple and Non-farms are on the radar today. A rough month for equities: 9% Drop - the largest monthly Nasdaq drop since Nov 2008. 7% Drop - largest S&P monthly drop since Sept 2011. Apple screwed the pooch: Apple tumbles 7% after earnings on light guidance. Market cap back below $1T Earnings Highlights from Last Week: Tuesday - GE, Sony, BP, FB, eBay, Pfizer, Coca-Cola Wednesday - GM Thursday - Apple, St...

Volatility Views 327: VIX, Seriously, WTH?

October 29, 2018 20:09 - 1 hour - 40.4 MB

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 26.9, 6.8 points higher than last show VVIX - 120, 4 handles higher than last show A Listless VIX Says This Sell-Off Reeks of 'Dumb Money' by Luke Kawa - Bloomberg VIX Options - ADV: 574k, VIX call/put: 2.8/1, Total 7.47m (5.53m Calls, 1.95m Puts) VXX - 40.75, 6 points higher than last show Bitcoin Price Volatility Falls to Lowest Of 2018 The Dollar Is the New VIX, And the Bitcoin Connection by ...

Volatility Views 326: Getting Real about Volatility

October 22, 2018 19:25 - 1 hour - 42.1 MB

Volatility Viewpoint: Featuring special guest Bob Krause of Demand Derivatives. He discusses: What is Demand Derivatives? What happened to VolX? What's new from Demand Derivatives? Limited-risk futures contracts Taking a cue from Buffett Converting the skeptics Volatility Review: A look back at the week from a volatility perspective VIX cash: 2.5 points lower than last show VIX range this week: 17.06 - 22.89 VVIX 10 handles lower than last show VIX futures curve: super b...

Volatility Views 325: VIXocalypse Redux

October 15, 2018 19:03 - 1 hour - 42.9 MB

Volatility Review: VIX Cash - 22.35, 6 point from last show, up nearly 10 points from two weeks ago. VVIX - 126, 15 handles higher than last show, 34 higher than two weeks ago. VIX Options - ADV: 541k, VIX call/put: 2.7/1, Total 9.53m (6.93m Calls, 2.60m Puts), VXX - 35.65, 9 points higher than last show. Volatility Voicemail: Listener questions and comments Comment from DelVecchio - Dude WTF #VIX. Comment from XXX - "THERE IS A SPECIAL PLACE IN HELL FOR PEOPLE WHO QUOTE VIX AS A PERCEN...

Volatility Views 324: Volatility Weapon of Choice

October 08, 2018 18:35 - 57 minutes - 38.5 MB

Volatility Review: A look back at the week from a volatility perspective Non-farms come in lower than expected Unemployment drops to 3.7%, the lowest since 1969 Bitcoin vol falls to lowest levels this year VIX up 4.3 from last week VVIX up 19 from last week VXX nearly unchanged from last week Volatility Voicemail: Volatility Flash Poll What is your weapon of choice when trading volatility? VIX VXX SPX SPY VIX VXX SPY/ SPX options Other Listener questions and comments: ...

Volatility Views 323: Rethinking VIX Calls vs. SPY Puts

October 01, 2018 17:42 - 1 hour - 40.9 MB

Volatility Review: A look back at the week from a volatility perspective This week, featuring guest co-host Bill Valentine from Valentine Ventures. The old VIX call vs SPX put debate continues VIX Cash - 12.5, up 0.3 from last show RVX - 14.6, up 0.7 from last week VVIX - 89, 2 handles higher than last show Size "hedge" in SPX puts this week VIX Options - ADV, 452K, VIX call/put: 2.8/1, Total 7.77m (5.74m Calls, 2.03m Puts) VXX - 26.65, almost unchanged from last show Volatil...

Volatility Views 322: The Throes of VIX

September 24, 2018 20:32 - 1 hour - 40.7 MB

Volatility Review: A look at the week from a volatility perspective VIX Cash - 12.2, down 2.2 points from last show RVX - 13.9, down 2 points from last week VVIX - 91, nine handles lower than last show Cboe SKEW Index Tops 150 for Record Four Straight Trading Days; Some Cite Surge in Black-Swan Hedging VIX Options - ADV: 467k, VIX call/put: 2.8/1, Total 6.86m (5.04m Calls, 1.82m Puts) More size Oct/Nov risk reversal on Weds - over 50k on the tape. VXX - 26.65, over 1 point lower...

Volatility Views 321: Investigating VIX and Debunking VXX

September 17, 2018 14:34 - 1 hour - 39.5 MB

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 12.2, down 2.2 from last show RVX - 13.9, down 2 points from last week VVIX - 91, nine handles lower than last show VIX Options - ADV: 459k, VIX call/put: 3/1, Total 8.66m (6.48m Calls, 2.18m Puts) Why go 1x2 when you can go 1x4!? VXX - 27.80, nearly 3 points lower than last show Volatility Voicemail: Volatility Flash Poll VIX is threatening 15 and VXX is back above 30. Is this the return of vol...

Volatility Views 320: Talking VIX, VXX, SPX, TSLA, NVDA, BTC and more

September 10, 2018 15:20 - 1 hour - 55.9 MB

Volatility Review: A look at last week from a volatility perspective VIX Cash - 14.4, up 2.4 from two weeks ago RVX - 15.90 VVIX - 100 - 7 handles higher than last show VIX Options - ADV: 459k, VIX call/put: 3.3/1, Total 7.62m (5.82m Calls, 1.80m Puts) VXX - 30.40, nearly 2-points higher than last show Crystal Ball: Your prognostication headquarters Last week: Mark L. 11.55 Mark S. - 11.95 This week: Mark L. - 13.75 Mark S. - 13.00

Best of Volatility Views 269: One More VXX Reverse Split

August 31, 2018 17:00 - 1 hour - 58 MB

This episode was originally posted on August 28th, 2017. Volatility Review: A look back at the week from a volatility perspective. The numbers: VIX Cash - 12.33, a high of 14.45 on Monday. VVIX - 100 CBOE Skew Index - 130 Russell's Weekly Rundown VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts) VXX reverse split trade Volatility Voicemail: Listener questions and comments Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to ma...

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

August 27, 2018 21:52 - 59 minutes - 29.1 MB

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 ...

Volatility Views 318: Exploring VIX Competitors with NationsShares

August 20, 2018 18:20 - 1 hour - 31.1 MB

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...

Volatility Views 317: Return of Dr. VIX

August 13, 2018 18:20 - 1 hour - 30.6 MB

Volatility Review with very special guest co-host Russell Rhoads, Head of Derivatives Research at the Tabb Group. Volatility and selloffs return briefly during earning season. VIX Cash - 11.83, down slightly from last week. VVIX - 88, unchanged from last week. VIX Options - ADV: 440k, VIX call/put: 3/1, Total 7.95m (5.96m Calls, 1.99m Puts) VXX - 28.5, 2 points lower than last week. Volatility options question of the week: VXX has finally broken through the 30 handle. Many of you a...

Volatility Views 316: So Much Love for VXX Puts

August 06, 2018 20:09 - 1 hour - 29.8 MB

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...

Volatility Views 315: VIX Worm Turns, Plus FB, AMZN and More

July 30, 2018 17:00 - 1 hour - 56.5 MB

Volatility Review: A look back at the week from a volatility perspective Trump threatens $500B more tariffs, the market still shrugs. VIX Cash - 12.14 VVIX - 91, nine points lower than last week. VIX Options - ADV: 460k, VIX call/put: 3.1/1, Total 6.44m (4.79m Calls, 1.64m Puts) VXX - 30.5, ADV: 248k, Total 2.49m (1.20m Calls, 1.30m Puts) Earnings: Monday - Google Tuesday - AT&T, Verizon Wednesday - UPS, Boeing, Coca Cola, GM, FB, PayPal, Qualcomm Thursday - Amazon, McDonald...

Volatility Views 314: Talking VIX and VXX; plus NFLX and MSFT Volatility

July 23, 2018 18:20 - 59 minutes - 55.5 MB

Volatility Review: A look back at the week from a volatility perspective More trade war! Trump threatens $500B more tariffs, the market shrugs. VIX Cash - 12.50 VVIX - 100 VIX Options - ADV: 460k, VIX call/put: 3.1/1, Total 5.42m (4.09m Calls, 1.34m Puts) VXX - 31, ADV: 255k Earnings: Netflix and Microsoft Volatility Voicemail: Listeners have their say QOTW: Trading Options during earnings season can be challenging. Some live for it while others avoid it. Do you hold Options po...

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