Volatility Views

Volatility Review: A look back at the week from a volatility perspective. The VIX juice is loose OCC cleared futures volume in June reached 13,194,530 contracts, a 16% increase from June 2016. One of the most popular - and controversial - trades in the stock market (XIV) is showing no signs of slowing down. MRA attributes the spiking popularity to the participation of mom and pop investors. Russel...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 11.44, VVIX: 93.78 CBOE Skew Index - 129m, slightly calmer than last week. VIX Futures - Front month: 0.65 Second month: 1.25 Russell's Weekly Rundown: VIX Options: Mon - 630k, Tues - 724k, Weds - 510k, Thurs - 1.16M, ADV - 685K, Total 8.32m (6.68m Calls, 1.65m Puts) VIX Call/Put: 4.1 / 1 OIV - 29.35 OVX - 30.46 Vo...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 10.15, VVIX - 84.21, slightly higher than last week. VIX is not a Fortune Teller CBOE Skew Index - 130.86, calmer than last week. VIX Futures - Front month: 1.5, Second month: 2.3 Russell's Weekly Rundown: VIX Options: Mon - 746k, Tues - 1.3M, Weds - 912k, Thurs - 347k VIX Call/Put: 4.1 / 1 Twenty-two Day C/P OI M...

Volatility Review with special guest co-host Mike Thompson from Typhon Capital Management. Weird Nasdaq selloff that started during last show continues. Amazon looks to buy Whole Foods. VIX Cash - 10.90, VVIX - 89.95, slightly higher than last week. CBOE Skew Index - 134.12, nearly 10 points higher than 2 weeks ago. VIX Futures - Front month: .6, Second month: 1.5 Russell's Weekly Rundown VIX Opti...

Volatility Review: A look back at the week from a volatility perspective. VIX hits a new low of 9.37 Comey's testimony fails to move the needle Maybe Britain will provide the spark VIX needs? VIX Cash - 9.47, VVIX - 83.28, almost unchanged from last week. CBOE Skew Index - 127.09, slightly higher than least week. VIX Futures - still steep. Front month - 1.5, Second month - 2.3 Russell's Weekly Run...

Today we have special guest co-host: Ophir Gottlieb, Capital Market Laboratories. Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 9.89 VVIX: 83.83 - Both almost unchanged from last week. CBOE Skew Index : 124.55 VIX Futures till steep Russell's Weekly Rundown: VIX Options: Mon - Closed, Tues - 264k, Weds - 545k, Thurs - 231k, ADV - 722K VIX Call/Put: 3.2/1 Total...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 9.99 VVIX - 82.20 CBOE Skew Index - 123.65 Russell's Weekly Rundown: VIX Options: Mon - 558k, Tues - 522k, Weds - 449k, Thurs - 474k, ADV - 727K, VIX Call/Put: 3/1 Total 7.70M (5.79m Calls, 1.91m Puts) Oil plunges 4 percent on disappointment with OPEC cuts Volatility Voicemail: Options Question of the Week $VIX =11...

Volatility Review: A look back at the week from a volatility perspective VIX cash: 14.66 VVIX: 104.12 Ten biggest $VIX rallies and what $VIX did the following day Question from @FContangotrader: How many % $VIX went up today? #%of% CBOE SKEW Index:137 The Volatility Buyer Known as '50 Cent' Just Had a Huge Payday VIX options: ADV - 747K; Thurs - 806K; Weds - 1.34m; Tues - 1.06m; Mon - 533K VIX cal...

Mark, Russell and Henry are live (to tape) at the annual Options Industry Conference. They took some time away from the pool to give our listeners the scoop on volatility. Volatility Review: Henry delivered some of the highlights of the conference. The concentration of volume in a few names, aka the 80-20 rule. The impact of fragmentation on volume. The heavy percentage of complex orders of overal...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 10.46, practically unchanged from last week. VVIX - 78, same as last week. CBOE Skew Index - 130.5, 12 point lower than last week. Russell's Weekly Rundown: VIX Options: Mon - 572k, Tues - 746k, Weds - 469k, Thurs - 657k, ADV - 734k VIX Call/Put: 3/1: Total 9.68m (7.26m Calls, 2.42m Puts) CBOE begins trading option...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 10.36 VVIX - 76.66, back in the toilet. CBOE Skew Index - 142.55, still rich. Russell's Weekly Rundown: VIX Options: Mon - 975k, Tues - 801k, Weds - 475k, Thurs - 571k, ADV - 734k VIX Call/Put - 2.7/1; Total 8.81m (6.55m Calls, 2.27m Puts) Earnings Volatility: Alphabet, Amazon, Intel, Starbucks, Alcoa, Chipotle Vol...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 14.15 VVIX: 94.53 CBOE Skew Index: 146.85 +6.65 (+4.74%), getting rich again. Russell's Weekly Rundown: VIX Options: Mon - 616k, Tues - 1.4M, Weds - 1.6M, Thurs - 752k, ADV - 712k VIX Call/Put: 3/1: Total 7.27m (5.45m Calls, 1.82m Puts) OIV/OVX - 28.26 Volatility Voicemail: Options #QuestionoftheWeek Earnings are b...

This Best of Volatility Views was recorded on November 8, 2016. The resurgence of Donald Trump in the U.S. election is weighing heavily on markets around the globe. We break down the historic action in VIX, Dow, SPX and more live on this special late-night episode of Volatility Views.  

This episode of Volatility Views was recorded and posted on November 8, 2016. You want a Volatility Views looking at election volatility in real time? Well, Mark, Russell and the greasy meatball got together and did just that.

Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund VIX Cash - 12.39, VVIX - 84 CBOE Skew Index - 131, back down to normal levels VIX Options: Mon - 597k, Tues - 368k, Weds - 720k, Thurs - 564k, ADV - 659k, (Total: 9.8M - 7M Calls, 2.8M Puts) VIX Call/Put - 2.4/ 1 OIV/OVX - 26 - in the toilet GVZ - 12.85 TYVIX - 5.12 Volatility Voicemail: Comment from LVT. Re: yo...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 11.54 VVIX - 7.5 CBOE Skew Index - 139 Russell's Weekly Rundown: How is the April 26 fly looking? VIX Options: Mon - 635k, Tues - 740k, Wed - 601k, Thurs - 498k, ADV - 648k VIX Call/Put: 2.4/ 1. Total 8.91m (6.30m Calls, 2.62m Puts) OIV/OVX - 28 GVZ - 12.06 TYVIX - 4.68 Volatility Voicemail: Options #BrokerMadness...

Volatility Review: Today we have special guest co-host: Ricardo Manrique, Executive Director/Index Business Management, Derivatives at MSCI. VIX Cash - 13.12 VVIX - 89, VIX has closed below 13 for 54 consecutive sessions now, the longest streak since Feb. 2007. CBOE Skew Index - 132, dramatically lower than earlier this week, hit a high of 154.34 on March 17. VIX Futures - Front month: .9, Two Mon...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 11.16 VVIX: 75 CBOE Skew Index: 153.66, highest since 6/27/16. VIX Futures, Front month premium to cash - 0.5, Two month - 2 Russell's Weekly Rundown: VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k VIX Call/Put: 2.5 / 1 Total 11.6M We have officially killed the 30 strike! OIV/OVX - 28....

Volatility Review: Vol Views is live from the 2017 RMC Conference in Dana Point, CA! Mark and Russell are joined by: Bill Luby, VIX and More Ilya Feygin, Managing Director, Wallachbeth Themes from the event include: Kelly criterion How low VIX is Buying options Social media sentiment Steepness of vol term structure Sector movement Weekend risk and the dampening of volatility And more

Volatility Viewpoint: This episode features a special guest: David Hait, Founder of OptionMetrics. He discusses: A overview of Option Metrics and the Feb. 21 release on skew What is the flavor of choice for skew at Option Metrics? Why does he think we are seeing such a bid in VIX futures right now? How does this term structure compare to historical levels? What his your outlook for volatility unde...

Volatility Viewpoint: featuring Tobias Hekster Co-CIO at True Partner Capital USA . He discusses: His background in the volatility space Which products did he trade? The Hong Kong volatility scene What does True Partner Capital do? What does True Partner Capital trade? Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 11.71 and VVIX: 82.20, both almost unchanged f...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - Just under 11.76 VVIX - 80 CBOE Skew Index - 141, approaching 6-month high of 146 set on Jan 20. VIX Futures: Front month premium to cash - 1.25; Two month premium to cash - 2.50. Russell's Weekly Rundown: VIX and Three Day Weekends , by Russell Rhoads, CFA Block Trade Analysis - Large Bullish 1 x 4 VIX Option Tra...

Volatility Viewpoint: Today we have special guest: Greg King, REX ETFs CEO/Founder, "The Godfather of VXX." He discusses: The process for launching VXX How did it come about? The process for launching XIV Why make the switch into a short volatility product? What is REX ETF? How do the new products work? Volatility Review: A look back at the week from a volatility perspective. VIX Cash - under 11 V...

Volatility Viewpoint Featuring Mike Menslage of VolSurface Capital Management. He discusses: What is VolSurface Capital Management? What is their typical strategy and product? What is their take on the new volatility and political regime? Are we destined for a prolonged period of low volatility VIX long-term mean of 20? Why is the 30 strike so popular? Volatility Review: A look back at the week fr...

Volatility Review: A look back at the week from a volatility perspective VIX Cash: 10.63 VVIX: 80, off recent highs. VIX Futures: Front month premium to cash: 2.1, two month premium to cash: 3.5 Russell's Weekly Rundown: VIX Options: ADV - 580k; Thurs - 638k, Weds - 613k, Tues - 863k, Mon - 427k; VIX Call/Put: 2.5/1 Earnings season dramatically underwhelming so far. Google, MSFT, INTC, PayPal, SBU...