Volatility Views podcast

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Volatility Views

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Volatility Views 331: The Winners of the Great Crystal Ball Contest1:03:13

1d ago1:03:13

1:03:13

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 19.4, almost unchanged from two week ago VIX - 94, 12-points lower than last show VIX Options - ADV: 546k, Total 6.77m (4.81m Calls, 1.95m Puts) VXX - 35.5, 1-point lower than last show Crypto crushed below $4k recently Volatility Voicemail: Options question of ...…

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Volatility Views

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Best of Volatility Views: The Birth of Modern Volatility Skew1:04:43

12d ago1:04:43

1:04:43

Volatility Review: A look back at the week from a volatility perspective. Black Monday. Happy 30th Birthday to Volatility Skew! The numbers: VIX - 93.33 CBOE Skew Index - 146 VXN - 14.64 Russell's Weekly Rundown: VIX ADV - 876k VIX call/put - 4.1 VXX - 34.39 XIV - 105.87 Volatility Voicemail: Options question of the week Earnings Season is here ...…

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Volatility Views

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Volatility Views 330: Mega Crystal Ball Palooza58:17

15d ago58:17

58:17

Volatility Review: A look back at the week from a volatility perspective Sell-offs appear to be slowing down Tech earnings weighing things down Facebook: did they or didn't they? Are we in a trade war? VIX cash: 19.17 VVIX: 106 - up from last show VIX futures keeping pace or outpacing the index Blow out in nat gas options NVDA, AMAT earnings Vo ...…

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Volatility Views

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Volatility Views 329: VIX Is Weird But Will Not Touch Your Kids1:03:07

23d ago1:03:07

1:03:07

Volatility Review: Earnings Highlights for the Week Tuesday - GE, Sony, BP, FB, eBay, Pfizer, Coca-Cola Wednesday - GM Thursday - Apple, Starbucks, Weight Watchers, Spotify, Cigna, Dow/DuPont Friday - ExxonMobil, Cboe, Alibaba, Chevron, Berkshire Hathaway Volatility indicators: VIX Cash - 17.75, 2.75-points lower than last show VVIX - 100, unch ...…

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Volatility Views

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Volatility Views 328: Apple Vs. VIX1:03:13

30d ago1:03:13

1:03:13

Volatility Review: A look back at the week from a volatility perspective. Apple and Non-farms are on the radar today. A rough month for equities: 9% Drop - the largest monthly Nasdaq drop since Nov 2008. 7% Drop - largest S&P monthly drop since Sept 2011. Apple screwed the pooch: Apple tumbles 7% after earnings on light guidance. Market cap bac ...…

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Volatility Views

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Volatility Views 327: VIX, Seriously, WTH?1:02:20

1M ago1:02:20

1:02:20

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 26.9, 6.8 points higher than last show VVIX - 120, 4 handles higher than last show A Listless VIX Says This Sell-Off Reeks of 'Dumb Money' by Luke Kawa - Bloomberg VIX Options - ADV: 574k, VIX call/put: 2.8/1, Total 7.47m (5.53m Calls, 1.95m Puts) VXX - 40.75, ...…

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Volatility Views

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Volatility Views 326: Getting Real about Volatility1:01:55

1M ago1:01:55

1:01:55

Volatility Viewpoint: Featuring special guest Bob Krause of Demand Derivatives. He discusses: What is Demand Derivatives? What happened to VolX? What's new from Demand Derivatives? Limited-risk futures contracts Taking a cue from Buffett Converting the skeptics Volatility Review: A look back at the week from a volatility perspective VIX cash: 2 ...…

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Volatility Views

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Volatility Views 325: VIXocalypse Redux1:03:09

2M ago1:03:09

1:03:09

Volatility Review: VIX Cash - 22.35, 6 point from last show, up nearly 10 points from two weeks ago. VVIX - 126, 15 handles higher than last show, 34 higher than two weeks ago. VIX Options - ADV: 541k, VIX call/put: 2.7/1, Total 9.53m (6.93m Calls, 2.60m Puts), VXX - 35.65, 9 points higher than last show. Volatility Voicemail: Listener question ...…

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Volatility Views

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Volatility Views 324: Volatility Weapon of Choice57:45

2M ago57:45

57:45

Volatility Review: A look back at the week from a volatility perspective Non-farms come in lower than expected Unemployment drops to 3.7%, the lowest since 1969 Bitcoin vol falls to lowest levels this year VIX up 4.3 from last week VVIX up 19 from last week VXX nearly unchanged from last week Volatility Voicemail: Volatility Flash Poll What is ...…

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Volatility Views

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Volatility Views 323: Rethinking VIX Calls vs. SPY Puts1:02:32

2M ago1:02:32

1:02:32

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 VI ...…

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Volatility Views

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Volatility Views 322: The Throes of VIX1:01:42

2M ago1:01:42

1:01:42

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 ...…

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Volatility Views

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Volatility Views 321: Investigating VIX and Debunking VXX1:00:37

3M ago1:00:37

1:00:37

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 lo ...…

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Volatility Views

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Volatility Views 320: Talking VIX, VXX, SPX, TSLA, NVDA, BTC and more1:01:01

3M ago1:01:01

1:01:01

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 headqua ...…

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Volatility Views

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Best of Volatility Views 269: One More VXX Reverse Split1:03:07

3M ago1:03:07

1:03:07

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 spli ...…

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Volatility Views

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Volatility Views 319: Talking VIX, VXX, VOLI and NVDA Volatility59:45

3M ago59:45

59:45

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: N ...…

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Volatility Views

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Volatility Views 318: Exploring VIX Competitors with NationsShares1:02:51

4M ago1:02:51

1:02:51

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 ...…

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Volatility Views

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Volatility Views 317: Return of Dr. VIX1:02:59

4M ago1:02:59

1:02:59

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 ...…

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Volatility Views

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Volatility Views 316: So Much Love for VXX Puts1:00:48

4M ago1:00:48

1:00:48

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 tha ...…

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Volatility Views

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Volatility Views 315: VIX Worm Turns, Plus FB, AMZN and More1:01:05

4M ago1:01:05

1:01:05

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) Earni ...…

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Volatility Views

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Volatility Views 314: Talking VIX and VXX; plus NFLX and MSFT Volatility59:59

4M ago59:59

59:59

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 t ...…

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Volatility Views

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Volatility Views 313: Talking Short Volatility1:02:24

5M ago1:02:24

1:02:24

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 ...…

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Volatility Views

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Volatility Views 312: VIX Laughs At Trade Wars59:50

5M ago59:50

59:50

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 toda ...…

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Volatility Views

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Volatility Views 311: Giving You Your Weekly VIX Fix52:31

5M ago52:31

52:31

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, yo ...…

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Volatility Views

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Volatility Views 310: VIX Fixes, Fiddy Cent and VXX Ratios1:01:27

5M ago1:01:27

1:01:27

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 ...…

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Volatility Views

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Volatility Views 309: Vol Views Live from the Pro Trader Summit26:38

6M ago26:38

26:38

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.

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Volatility Views

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Volatility Views 308: Forth the Vol Hunters1:01:49

6M ago1:01:49

1:01:49

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 ...…

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Volatility Views

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Volatility Views 307: Where Are 50 Cent and the VIX Whale?59:22

6M ago59:22

59:22

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 poi ...…

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Volatility Views

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Volatility Views 306: Setting Things Straight on VIX Manipulation57:30

6M ago57:30

57:30

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 O ...…

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Volatility Views

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Volatility Views 305: Picking VIX Is Easy59:07

7M ago59:07

59:07

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 volatil ...…

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Volatility Views

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Volatility Views 304: Is Spikes the Next Big Thing?55:46

7M ago55:46

55:46

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 v ...…

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Volatility Views

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Best of Volatility Views 191: Earnings Apocalypse1:03:00

7M ago1:03:00

1:03:00

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 ...…

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Volatility Views

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Volatility Views 303: Harvesting Volatility with ETFs1:04:16

7M ago1:04:16

1:04:16

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: 9 ...…

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Volatility Views

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Volatility Views 302: Mother of All VIX Bombs1:07:48

8M ago1:07:48

1:07:48

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 las ...…

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Volatility Views

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Volatility Views 301: Trade War Vs. Real War59:40

8M ago59:40

59:40

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 an ...…

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Volatility Views 300: Trade Wars Shed More Blood1:00:58

8M ago1:00:58

1:00:58

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 rallyi ...…

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Volatility Views

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Best of Volatility Views: The Year VIX Died1:04:01

8M ago1:04:01

1:04:01

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 ETF ...…

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Volatility Views

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Volatility Views 299: VIX Is Back...Again1:02:16

8M ago1:02:16

1:02:16

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? Volat ...…

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Volatility Views

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Volatility Views 298: Back in the Saddle Again1:03:00

9M ago1:03:00

1:03:00

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 fina ...…

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Volatility Views

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Volatility Views 297: The Cboe RMC Rundown1:03:29

9M ago1:03:29

1:03:29

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 ...…

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Volatility Views

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Volatility Views 296: The Pending Trade War and Volatility1:01:16

9M ago1:01:16

1:01:16

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 ...…

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Volatility Views

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Volatility Views 295: Should Grandmas Trade SVXY1:06:06

9M ago1:06:06

1:06:06

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 ...…

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Volatility Views

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Volatility Views 294: Can We Breathe Again?1:03:37

10M ago1:03:37

1:03:37

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 conti ...…

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Volatility Views 293: The Great XIV Debate, Continued1:02:10

10M ago1:02:10

1:02:10

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 Rund ...…

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Volatility Views

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Volatility Views 292: Earnings Volatility, plus VIX Whale Returns1:07:09

10M ago1:07:09

1:07:09

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) Earning ...…

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Volatility Views 291: Mullet vs. Tellum vs. VIX1:03:54

10M ago1:03:54

1:03:54

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 ...…

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Volatility Views 290: VIX Whales and Bitcoin Options1:01:26

11M ago1:01:26

1:01:26

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. ...…

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Volatility Views 289: The VIX Whale Strikes Again1:02:58

11M ago1:02:58

1:02:58

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"; on ...…

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Volatility Views 288: Will 2018 Bring Back the Volatility?1:00:30

11M ago1:00:30

1:00:30

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 ...…

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Volatility Views 287: The Year VIX Died1:04:01

11M ago1:04:01

1:04:01

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 ETF ...…

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Volatility Views 286: Bitcoin Futures vs VIX Options1:11:06

11M ago1:11:06

1:11:06

Volatility Review: Looking back on 2017, the year without volatility. VIX has been under 10 for about 45 days this year, and under 12 for a little over 200 days. The numbers: VIX Cash - 9.56 VVIX - 92 CBOE Skew Index - 132.5 Russell's Weekly Rundown: VIX Options: ADV - 721k VIX call/put: - 4, Total 9.38m (7.51m Calls, 1.88m Puts) Commodities: V ...…

Volatility Views

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