Volatility Views

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 7.77...

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 Oc...

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 Fl...

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 we...

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 c...

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 pre...

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...

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 opt...

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, Activi...

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...

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...

Volatility Review: Today's guest is David Lincoln, ex-CBOE Market Maker and Host of The Short Vol Show on YouTube. A look back at the week from a volatility perspective: What trade war? The market has rallied almost non-stop post Trump trade war VIX Cash - 12.50, 1.25 point lower than last week. VVIX - 101, almost unchanged from last week. VIX Option - ADV: 496k, VIX call/put: 2.8/1, Total 7.89m (...

Volatility Review: What trade war? The market rallies despite the fact that the trade war has begun. Market review: VIX Cash - 13.75, 1.25-points lower than last week. VVIX - 103, almost unchanged from last week. VIX Options - ADV: 496K, VIX call/put: 2.7/1, Total 7.04m (5.16m Calls, 1.88m Puts) A lot of VIX risk reversals hitting the tape today. VXX - 34.6,0.5-points lower than last week. Volatil...

Volatility Review: Looking back at the week from a volatility perspective VIX Cash - 15 VVIX - 104 VIX Options - ADV: 496k, VIX call/put: 2.7/1, Total 6.78m (4.96m Calls, 1.81m Puts) VXX - was 40, now 35. Hedge Fund That Made 6,000% on VIX Jump Bets on Next Blow-Up - What is UVXY? UVXY: Big ETF Outflows Options Questions of the Week: We ask, you answer This Week's Question: Crude Oil has been on a...

Volatility Review: A look back at the week from a volatility perspective Fiddy cent returns Seagull spread? VIX cash: 14.64 Tweaks to VIX VVIX: 107.50 Google interest: Top five states with the most interest in volatility (Mark S. got 2/5) Google interest: Top five states with the most interest in VIX VIX options Big call and put strips The VXX whiff of weirdness Volatility Voicemail: Listeners hav...

This episode was recorded live at the Option Pit Pro Trader Summit. Andrew, Mark and Mark take the show on the road. Analysis, wit, and wisdom ensued.

Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 12.21 and as high as 13.30. VVIX - 93 VIX Options - ADV: 535k, VIX call/put: 2.6/1, Total 7.95m (5.78m Calls, 2.17m Puts) The return of the 1x2? Plenty of call love yesterday Paper sells call June vertical yesterday Volatility Voicemail: Flash poll! Let's stick with our Volatility theme to round out the week. Quite...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 15.43, 3 points higher than last week. VVIX - 95, 5 points higher than last week. VIX Options - ADV: 557k (substantially lower than last show), VIX call/put: 2.8/1, Total 7.00m (5.14m Calls, 1.85m Puts) What about the roll from June to July 37.5? VXX - 35, 1 point lower than last week. Paper buys buys size VXX July...

Volatility Viewpoint: Today's guest is Tom Lee, Managing Director at Investment Strategy and Research at Parametric. He discusses: What is Parametric? Who are their customers? What do they trade? Harvesting risk premium VIX: Is it rigged? Volatility Review: A look back at the week from a volatility perspective VIX Cash - 12.53 VVIX - 90.5 VIX Options - ADV: 592k, VIX call/put: 2.8/1, Total 6.67m (...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 13.43, almost unchanged from last week. VVIX - 93 VIX Options - ADV: 592k, VIX call/put: 2.7/1, Total 5.86m (4.26m Calls, 1.59m Puts) VXX - 34.87 Volatility Voicemail: Listener questions and comments Question from Trevor Salsman - Why no love for ZIV on volatility views? Comment from Tom Frank - Not sure I agree w...

Volatility Viewpoint: Today's special guest is Shelly Brown, EVP, MIAX He discusses: SPIKES volatility index What is it? And more... Volatility Review: A look back at the week from a volatility perspective VIX Cash - 13.25 VVIX – 93 VXX - 36.50 VIX Options - ADV: 671k, VIX call/put: 2.7/1, Total 8.31m (6.02m Calls, 2.30m Puts) Goldman: Retail volume 'leapt to the highest levels in at least a decad...

Originally Posted February 8th, 2016 Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX). VIX Options: Total 5.81m (3.93m Calls, 1.88m Puts) Earnings Volatility: LNKD after the bell: ATM straddle = $22, approx. 11.5%, after-hours move approx. $50. Crude Oil: Wall St. fluctuates as equities track oil prices. Is...

Volatility Viewpoint: Today we are joined by Jonathan Molchan, Portfolio Manager, Horizons ETF Management. He discusses: What does Horizons ETF Management do? Horizons ETF products Why are there so few options-oriented ETFs? Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 16.50 VVIX - 95 VIX Options - ADV: 943k, VIX call/put: 2.6/1, Total 7.06m (5.11m Calls, 1....

Volatility Review: A look back at the week from a volatility perspective. VIX Cash is still hanging around in the teens. VVIX - 97, pretty much unchanged from last week. VIX Options - ADV: 1.05M, VIX call/put: 2.6/1, Total 6.29m (4.55m Calls, 1.74m Puts) How is the VIX July 10-75 strangle doing? VXX - 42.50 OIV - 26.5, 2.5 points lower than last week. GVZ: 12.25, 1.25 points lower than last week....

Volatility Review: A look back at the week from a volatility perspective. VIX Cash is back in the teens. Could it possibly reach 15 again? The market is tanking and rallying on both trade war and real war concerns. VVIX - 97 VIX Options - ADV: 1.05M, VIX call/put: 2.2/1, Total 8.50m (5.85m Calls, 2.66m Puts) Paper sells May 20/22 call spread and buy May 17 puts 84,000 times. VXX - 47, almost uncha...