Volatility Views

Volatility Review: What happened this week in volatility? Much ado about nothing? Vol higher, but range is another story Why does VIX sometimes understate volatility? Why aren't people using weeklies strategically? Russell channels Columbo Volume and OI low as nothing looming on the economic calendar What will the Fed to, and when? Headlines versus revisions RUT = growth; SPX = value? Why hasn't O...

Volatility Views 204: Live - to Tape - from OIC 2016 This time, we are coming to you live (to tape) from OIC 2016, but fear not...Russell Rhoads was there, too. Volatility Review: Red on the screen means green for the VIX. 16 will be over/under for high/low on VIX going forward. VVIX is back above 90, though, and that's pretty high. Earnings season starting to wane. Slow decline of ESPN weighing o...

Volatility Review: CBOE Livevol launches new data shop website: datashop.cboe.com . Non-farms and volatility: VIX can be deceiving as steep curve shows uncertainty. New VIX ETFs: VMAX/VMIN. Russells Weekly Rundown: VIX Options: A light volume week overall: only one day even remotely exceeding ADV. Total 7.63m (5.58m Calls, 2.05m Puts) Earnings: Last week premium buyers won the day, this week premi...

Volatility Review: A look back at the week from a volatilityperspective. VIX cash: Creeping back up - a crazy day, almost all of ourpredictions were valid today. Russells Weekly Rundown: VIX Options: A light volume week overall - only on day evenremotely exceeding ADV. Lots of put love on Friday: Total 7.26m(5.41m Calls, 1.85m Puts) Earnings Volatility: A bad time for premium sellers. Most ofthe m...

Volatility Review: The VIX has traded below 20 for 37 straight days, the longest such streak in 13 months. The gauge slid 2.2 percent to 13.64 at 9:48 a.m. in New York. Russells Weekly Rundown: VIX Options: A strong volume week - particularly Wednesday. Total 6.83m (5.32m Calls, 1.51m Puts) SEC extends test period to curb U.S. market volatility Big Earnings Week: GOOG, Goldman, INTC, IBM, MSFT, NF...

Volatility Review: VIX got crushed, VIX IV did not. CBOE announced it has created a series of 13 "Buffer Protect Indexes." Russells Weekly Rundown: VIX Options: A strong volume week - particularly Wednesday (1.08M). Total 8.52M (6.46M Calls, 2.07M Puts) Trading hours for RVX Futures expanded - new start time 7:30am CST. Earning volatility this week: Alcoa, Citigroup, JP Morgan Chase, Bank of Ameri...

Volatility Review: Russells Weekly Rundown VIX Options: A moderate volume week. M: 266K T: 400K W: 572K Th: 614K Total 7.45m (5.73m Calls, 1.72m Puts) Crude Oil: OIV/OVX - 46, almost touched 80 back in mid-February. Gold: GVZ 19.32 - Well off recent highs. Volatility Voicemail: One giant listener question. Question from Jeremy - Hi Guys, This show is a great resource and has taught me a lot throug...

Volatility Review: Nonfarms and volatility. Looking back on Q1: VIX High - on Jan. 20, Low - 13.06 on March 30, VVIX High - 121.15. VVIX Low 77.29. The great crushing - VIX Cash falls 50% in about a month. Did the VIX fall too far, too fast? VIX Options: A fairly light volume week. Total 6.85m (5.26m Calls, 1.59m Puts) Crude Oil: OIV/OVX - 46 Gold: GVZ - 18.50, well off recent highs. Volatility Vo...

Friday may have been a trading holiday, but you still need Volatility Views, right? We dug through the archives to bring you some of the best of Vol Views. This episode was posted in November, 2015.

Volatility Review: Everyone goes to Boca and volatility falls out of bed. Vol of vol coming in as well, VVIX: 84. Russells Weekly Rundown: VIX Options: A fairly strong volume week. Thurs: 909k, Weds: 675k, Tues: 704k, Mon: 573k, Total 5.30m (4.02m calls, 1.28m puts) Crude Oil: OIV/OVX - 46, about 49 today, almost touched 80 back in mid-February, multi-year high. Gold: GVZ 18 - well off recent high...

Volatility Review: A look back at the week from a volatility perspective. VVIX - 95 Earnings volatility: The season is winding down - except for Dollar General Russells Weekly Rundown: VIX Options: A fairly strong volume week. Total 7.49m (5.54m calls, 1.95m puts). VIX faces challenge from trading robots unleashed by bats Crude Oil: OIV/OVX - 52. WTI skew chart Gold: GVZ 23.36 - Elevated Volatilit...

Today, Mark is joined by Mark Sebastian and Russell Rhoads from Florida, where they discuss their thoughts, ideas, and take-aways from the CBOE Risk Management Conference. To get the details on what was discussed at RMC, please visit the website . Some key take-aways: Put selling. Put selling. Put selling Put selling versus bond ownership The intersection of macroeconomics and volatility levels Ge...

Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost. Russells Weekly Rundown: Wednesday weeklys! VIX Options: Fairly light volume week. Thurs: 488k, Weds: 495k, Tues: 409k, Mon: 735k. Total 5.55M (3.89M calls, 1.66M puts) Even more CBOE studies! Crude Oil Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67....

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns. VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts) Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end...

Volatility Review: Earnings Volatility: TWTR and TSLA. Presidents Day holiday weekend coming out aggressively. VIX Options: A strong volume week. 1.2M contracts Thursday. Total 6.87m (4.65m Calls, 2.22m Puts) What is going to goose the VIX? Crude Oil: Volatility remains elevated - Crazy OIV spike on Weds, over 100. Gold: GVZ 28.37 - extremely elevated! Volatility Voicemail: Listener questions and...

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 oil driving the stock market? And sh...

Volatility Viewpoint: VIX outside of "Red Zone" indicates no recession, Goldman says. The Goldman Sachs analysis shows the VIX is currently in a “low and rising” phase, which tends to last about two months on average. VIX Options: Massive spread on Thursday - Paper buys Mar 27/35 vertical. Total 4.82m (3.15m Calls, 1.67m Puts) Earnings Volatility: AMZN: Bulls dominate Amazon options as earnings lo...

Volatility Review: Another volatile week - volatility still readily apparent in the marketplace. VVIX: 109 VIX futures Russell’s weekly rundown: What weekly VIX options activity caught your eye this week? VIX options: 20,000 VIX Feb 20 puts (expiring 2/17); VIX feb30/40 call spread trades (expiring 2/17) 18,500 mid-market; total 3.84m (2.55m calls, 1.28m puts) Crude oil: Oil rose from its lowest c...

Volatility Viewpoint: Another volatile week with volatility still readily apparent in the marketplace. Review of Russell Rhoad's article Five Volatility Market Takeaways from 2015 , CBOE meeting takeaways; SPX weeklies attract more retail - not surprising; VIX options ADV down 9% from 2014, VXST vs. VIX Weeklies - Many institutional clients had to treat VXST like a new product, receive compliance...

Volatility Review: Looking back at 2015. Good to be in the Volatility & Index business - overall index volume only down 1% in 2015. VIX Futures: Trading volume in VIX futures also set new total volume and ADV records for a sixth straight year in 2015. Five Volatility Market Takeaways from 2015: VIX Average Closer to Historical Norms Russell 2000 Volatility Was Relatively Low SKEW High for the Seco...

Originally posted July 20th, 2015 Volatility Review: Today's guest is Mike Thompson, Typhon Capital VIX Cash: An apocalyptic week for VIX - Largest 5-day drop in the product history. VVIX: 85.55 - Back at the low end of recent range. VIX Futures: Keeping an eye on the term structure. Weekly VIX Futures coming next week, finally! VIX Options: Calls over puts 3.1/1 - a strong volume week. Total 9.00...

Originally published on March 23, 2015, we are taking a look back at controversial VIX settlements. Plus, volatility voicemail, and more.

Volatility Review: Welcome to the Post-Fed era. VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show. VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday. Oil: Who is the bear driving up the price of U.S. stock options? Volatility Voicemail: Listener questions and comments Question from NJ42 - Where do you thin...

Volatility Voicemail: It's time for listener questions Question from Pick6 - I am concerned about pin risk. I know open interest is the primary indicator. But are there any other tells besides OI for pin risk - perhaps implied volatility? Question from Charles M. - How has the dwindling number of options specialists impacted volatility? I believe volatility has increased as a result with days like...

Volatility Viewpoint: Today's guest is Chris Cole, Managing Partner at Artemis Capital Management. They discuss Chris's now "infamous" letter to his investors, " Volatility and the Allegory of the Prisoner's Dilemma ." Volatility Review: A look back at the week from a volatility perspective, plus a review from RMC Asia. VIX Cash: Volatility surges after sell-off and heading into Non-Farm Payrolls....