Volatility Views

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...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 13 VVIX - 86 VIX Futures: Front month premium to cash - 1.5; Two month premium to cash - 2.70 Russells Weekly Rundown: VIX Options: A heavy volume week. ADV 554k, Thurs - 405k, Weds - 850k, Tues - approx. 1M, Mon - Closed. VIX Call/Put: 2.9/1. Total 5.4M (4M Calls, 1.4M Puts) OIV/OVX - 30.88 GVZ - 15.17 - Near the...

Volatility Review: A much quieter start to 2017 than 2016 so far. VIX Cash - 11.54 VVIX - 90.5 VIX Futures: Front month premium to cash: < 1; Two-month premium to cash: 2.70 Expect 2017 to be more volatile than last year. VIX Options: A heavy volume week - ADV: 554k; Total 7.5M (5.7m Calls, 1.8m Puts) Oil Volatility: OIV/OVX - 29.87 Volatility Voicemail/QuestionOfTheWeek: $VIX hit a high of 28 las...

Volatility Review: A much quieter start to 2017 than expected. VIX Cash at 11.67. VVIX at 81. VIX Futures: Front month premium at 1.43. 2016 was a good year for the volatility business. From a CBOE press release: Several trading records were set for the year. Russells Weekly Rundown VIX Options: ADV: 544k A fairly light volume week to kick off the new year. Total 5.9M (4.4m Calls, 1.5m Puts) What...

Volatility Review: VIX Cash - 13.45, Where is the Vol coming from? VVIX: 89 VIX Futures: Approx. 1.4 point premium cash vs Jan future, about 1 point narrower than last week. Russells Weekly Rundown Interesting VIX weekly trades VIX Options ADV: 550k A very light volume week. 79k contracts on 12/27, lightest of the year. Total 5.25M (3.95m Calls, 1.3m Puts) Oil Volatility: OIV/OVX: 29 Volatility Vo...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 11.75 VVIX at 89, rebounding slightly off late-November ow of 79. VIX Futures: Approx. 2.5 point premium cash vs. Jan future. Russells Weekly Rundown: Watching the Dec 28 strike VIX Options: ADV - 550k. A decent volume week, several days over ADV, light volume on Friday. Total 4.80m (3.55m Calls, 1.26m Puts) Crude...

Volatility Review: A look back at the week from a volatility perspective VIX Cash: 12.3 VVIX: 91 VIX Futures are about 2.5 handle premium between cash & Jan futures. VIX Options: 845K contracts on Tuesday lighter volume the rest of the week. Total 7.79m (5.49m Calls, 2.30m Puts) Oil: Crude Vol continues to be crushed with OIV/OVX at 30. Volatility Voicemail: Question and answer time #QuestionOfThe...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 12.3 VVIX - 91 Russells Weekly Rundown: A glimpse into Russells RMC Asia excursion. VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts) Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over $...

Volatility Review: The Trump vol selloff seems to have stabilized. VIX Cash: 14. VVIX : 97. VIX Options: Light volume week coming off the holiday, and even mild volume heading into non-farms. Total 5.97m (4.16m Calls, 1.81m Puts). Oil Volatility: OIV: 40. XLE is up 8% since Tuesday, volume 1.5x ADV - calls slight over puts. USO up over 10% Since Tuesday, volume 2x ADV today - calls over put 2-to-1...

It may seem like it was years ago, but Brexit dominated the headlines, and Volatility Views a mere five months ago. In this "Best of Volatility Views" we go back to the episode before the historic vote and look at the ensuing volatility explosion.

Volatility Review: The Trumpocalypse is fading. VIX cash is back below 14. VVIX = 87, back below 100. Russells Weekly Rundown: If a Trump Presidency is scary, why is VIX so low? VIX Options: A lighter volume week than last week - started strong, pushing 1M contracts on Tuesday, but then fell off. Total 3.88m (2.80m Calls, 1.08m Puts) Crude Oil: OIV = 48, elevated compared to recent weeks - spiked...

Volatility Review: The Trumpocalypse is here! What a week! VVIX: 102. So, about last night...Patient volatility seller ended up winning big. Volatility shorts cash in despite the shock U.S. election. Volume in non-U.S. trading hours set a new daily record. Russells Weekly Rundown: VIX Options - A crazy volume week! Mon - 1.05M, Tues - 1.05M, Weds - 1.03M, Thurs - 1.08M Total 7.08m (4.62m Calls, 2....