Volatility Views

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...

Volatility Review: A look back at the week from a volatility perspective Happy 25th Birthday of VIX! This week CBOE is launching a month-long celebration of the 25th anniversary of the introduction of the CBOE Volatility Index (VIX Index), which CBOE began publishing in April 1993. VIX cash is back in the teens. The market is tanking and rallying on trade war concerns. VVIX - 92 Russell's Weekly R...

Volatility Review: A look back at 2017 from a volatility perspective. VIX cash was back in double digits, briefly. Kevin's Weekly Rundown: VIX Options: ADV - 672k, VIX call/put - 4, Total 9.78m (7.83m Calls, 1.94m Puts) Looking back on the 2017: The year without volatility. Which trades stood out to you in 2017? CBOE files to list 6 bitcoin ETFs after being first major exchange to trade cryptocurr...

Volatility Review Segment: A look back at the week from a volatility perspective The market in tanking on trade war concerns. Steel tariffs - officials are not loving it. VIX cash is back in the 20's this week. VVIX - 122; VIX Options: ADV - 1M, VIX call/put - 2.4/1, Total 7.26m (5.11m Calls, 2.15m Puts) How's the VIX July 10-75 strangle? Volatility Voicemail: Listeners weigh in Question from BTBu...

Volatility Review: A look back at the week from a volatility perspective VIX cash back in the 15 handle VIX Options: ADV - 1M, VIX call/put: - 1.9/1, Total 13.9m (9.16m Calls, 4.76m Puts) Weird iron fly with crazy call kicker VXX - 38.89 Volatility Voicemail: Options Flash Poll Which would you rather see first? Would you rather see Options finally listed on Bitcoin futures? Or would you prefer to...

Volatility Review: A look back at the week from a volatility perspective. Cboe RMC: What are our favorite presentations? Interesting discussions/topics? Tariffs, Trump & VIX: It has been another volatile week. VIX Cash - 16.54 VIX Futures - "Super meltyF and delicious Russell's Weekly Rundown: VIX Options: ADV - 1M VIX call/put: 2/1 Total 12.6m (8.45m Calls, 4.16m Puts) Volatility Voicemail: Volat...

Volatility Review: A look back on the week from a volatility perspective A weird day in the markets, started with a massive selloff then ended unchanged. VIX cash - 22.5 VIX futures - super backward again VIX options: ADV - 1.05M, VIX call/put: 2.1 - Total 12.0m (8.15m Calls, 3.87m Puts) Goldman says options-market activity suggests pain ahead in these sectors Nearly half of 2017's Cryptocurrency...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 18.75 VIX Futures - The March future is very stubborn. VIX Options: ADV - 1.05M, VIX call/put: 2.3, Total 11.3m (7.76m Calls, 3.52m Puts) Goldman says options-market activity suggests pain ahead in these sectors Earnings: INTU, GDDY Volatility Voicemail: Options question of the week People are spooked about this ma...

Volatility Review: VIX Cash is back in the teens. Are VIX Futures returning to contango? Volatility's awakening spurs a record long position in VIX Futures. Kevin's Weekly Rundown: VIX Options: ADV - 983k, VIX call/put: 2.3, Total 10.6m (7.30m Calls, 3.26m Puts) The VIX Whale finally gets his payday The great inverse volatility ETP debate continues. Volatility Voicemail: Options question of the we...

Volatility Review: The great inverse volatility ETP debate continues. Are they "Frankenproducts" that shouldn't exist? Or are they performing as advertised, but the investing public simply doesn't understand them? Maybe there's a third camp? VIX Cash: Spiked to 46.34 on Tues - Quite possibly the craziest week in VIX history. Kevin's Weekly Rundown VIX Options: ADV - 983k, VIX call/put: 2.8 Commodi...

Today, we feature special guest co-host, Don Dale, Managing Member at Equity Risk Control Group. Volatility Review: A look back at the week from a volatility perspective. VIX Cash: Hit nearly 15.50 this week Yet another crazy week Russell's Weekly Rundown VIX Options: ADV - 777k, VIX call/put - 3.9, Total 13.7m (10.9m Calls, 2.78m Puts) Earnings Volatility: This season's theme is underperforming....

On today's show, a rowdy cohort of crazies, including: Mark Sebastian, Option Pit Matt Thompson, Typhon Capital Mike Thompson, Typhon Capital Kevin Davitt, CBOE Volatility Review: A look back at the week from a volatility perspective VIX Cash is firmly back in the double digits. Kevin's Weekly Rundown VIX Options: ADV - 744k, VIX call/put - 4.1, Total 12.0m (9.65m Calls, 2.34m Puts) Earnings Volat...

Volatility Review: Government shutdown moves the market going into the weekend. VIX cash is firmly back in the double digits. Russell's Weekly Rundown: ADV - 746k, VIX call/put - 4.6, Total 10.1m (8.29m Calls, 1.82m Puts Looking back on the VIX whale from last Wednesday. Earnings volatility this week. January has been a rough month for Bitcoin. Volatility Voicemail: Options question of the week. B...

Volatility Review: It's been a good year for VIX at CBOE - No Vol = No problem. Return of the VIX Whale - 2.87M on Wednesday. We finally have the COT Reports for Bitcoin. Kevin's Weekly Rundown: VIX Options: ADV - 668k VIX call/put - 4, Total 12.9m (10.3m Calls, 2.52m Puts) Volatility Voicemail: Options question of the week. Another ";easy"; one to help kick off the New Year. Quite simply - which...

Volatility Review: Looking back on the top five Volatility Views episodes of 2017 . VIX Cash is back in the single digits again. Russell's Weekly Rundown VIX Options: ADV - 668k, VIX call/put - 3.9, Total 10.8m (8.52m Calls, 2.26m Puts) Commodities: Volatility is low but ambiguity is sky high. CBOE files to list 6 bitcoin ETFs after being first major exchange to trade cryptocurrency futures. Happy...