Volatility Views

Volatility Views 104: Revisiting Risk Management

24 Mar 2014

Contributed by Lukas

Volatility Views 104: Revisiting Risk Management Volatility Review: Vol is being bid up. VXST options coming April 10, and the full day of VIX future...

Volatility Views 103: The Russian Ripple Effect

17 Mar 2014

Contributed by Lukas

Volatility Views 103: The Russian Ripple Effect Volatility Review: A mild selloff on the street caused by the ever-growing tensions in Ukraine. This ...

Volatility Views 102: What Is a VIX Covered Call

10 Mar 2014

Contributed by Lukas

Volatility Views 102: What Is a VIX Covered Call   Volatility Review: VIX jumped 14% on March 3 to nearly 16, with the tension in Ukraine, but on t...

Volatility Views 101: Buying Vol at Any Price

03 Mar 2014

Contributed by Lukas

Volatility Views 101: Buying Vol at Any Price Volatility Viewpoint: The team is joined by special guest Jared Woodard, Founder Clinamen Financial Gro...

Volatility Views 100: Volatility Tourists and Shoe Shine Boys

24 Feb 2014

Contributed by Lukas

Volatility Views 100: Volatility Tourists and Shoe Shine Boys   Volatility Viewpoint:  This week’s guest is Chris Cole, Managing Director at Art...

Volatility Views 99: Debunking BXM vs. PUT

18 Feb 2014

Contributed by Lukas

Volatility Views 99: Debunking BXM vs. PUT Volatility Viewpoint: Jason Ungar, volatility researcher, co-creator on the Put-Write index with the CBOE,...

Volatility Views 98: The Rise of Short-Term Volatility

10 Feb 2014

Contributed by Lukas

Volatility Views 98: The Rise of Short-Term Volatility Volatility Review: A crazy week for VIX call buyers - they did not get the pop they were expec...

Volatility Views 97: Consulting Volatility

03 Feb 2014

Contributed by Lukas

Volatility View 97: Consulting Volatility Volatility Review: So much for single digit VIX cash in Q1. VIX options call/put nearly 3 to 1 right now, ...

Volatility Views 96: Harvesting Volatility Risk Premium

27 Jan 2014

Contributed by Lukas

Volatility Views 96: Harvesting Volatility Risk Premium Volatility Review: An ugly, ugly day across the board for Vol. S&P down 2%. VIX settlement las...

Volatility Views 95: All Things VIX

21 Jan 2014

Contributed by Lukas

Volatility Views 95: When the Crazies Emerge Volatility Review: Activity review for VIX futures, VIX options, RVX and VIX-related ETPs. Extended hours...

Volatility Views 94: We Are Back!

13 Jan 2014

Contributed by Lukas

Volatility Views 94: We Are Back! Volatility Views is back from hiatus and in this episode, Mark is joined by Mark Sebastian and Pat Fay, Director of ...

Volatility Views 93: Returning in Style

25 Oct 2013

Contributed by Lukas

Volatility Views 93: Returning in Style Volatility Viewpoint: Mark’s guest is Russell Rhoads, Senior Instructor, Options Institute.  What does The ...

Volatility Views 92: Zero Sum Game?

03 Jun 2013

Contributed by Lukas

Volatility Views 92: Zero Sum Game? Volatility Viewpoint: We shake it up a bit and discuss the biggest news of the week first, namely the New...

Volatility Views 91: Historical Lows

20 May 2013

Contributed by Lukas

Volatility Views 91: Historical Lows Volatility Review: Realized volatility plummeted. NASDAQ sits at 12.06 and S&P is even lower at 10.01. D...

Volatility Views 90: Sell or Sell Not, There is no Buy

13 May 2013

Contributed by Lukas

Volatility Views 90: Sell or Sell Not, There is no Buy. Volatility Review: The dollar hit a historic level with the Yen last week, and this has had ...

Volatility Views 89: Moving in Lockstep

06 May 2013

Contributed by Lukas

Volatility Views 89: Moving in Lockstep Volatility Review: Market up 1% after some surprise news from the non-farms report -- better than expected...

Volatility Views 88: Reestablishing the Norm

29 Apr 2013

Contributed by Lukas

Volatility Views 88: Reestablishing the Norm Volatility Review: Vol has spiked in the last week, going nearly as high as during the Italian ...

Volatility Views 87: It All Comes Down to Timing

22 Apr 2013

Contributed by Lukas

Volatility Views 87: It All Comes Down to Timing Volatility Review: The VIX shot up at the beginning of the week, but was selling off by the...

Volatility Views: The Value of Gamma

15 Apr 2013

Contributed by Lukas

Volatility Views: The Value of Gamma Volatility Review: Gold vol is getting crushed and is off about 4%, with similar action happening in sil...

Volatility Views 85: Responding to Great Listener Questions

25 Mar 2013

Contributed by Lukas

Volatility Views 85:  Responding to Great Listener Questions Volatility Review: It is somewhat surprising to see how little the recent Europ...

Volatility Views 84: May You Live in Interesting Times

18 Mar 2013

Contributed by Lukas

Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternet...

Volatility Views 83: Check Your Levels

04 Mar 2013

Contributed by Lukas

Volatility Views 83: Check Your Levels Volatility Review: We had quite a roller coaster week in terms of implied and realized vol. The import...

Volatility Views 82: Scalp Gamma, Trade Vega

25 Feb 2013

Contributed by Lukas

Volatility Views 82: Scalp Gamma, Trade Vega Volatility Review: What is going to shake up the world of volatility? We did see a small pop thi...

Volatility Views 81: Capturing Volatility Premium

19 Feb 2013

Contributed by Lukas

Volatility Views 81: Capturing Volatility Premium Volatility Review: It’s about as blah as it can be with very little happening in the worl...

Volatility Views 80: The Listeners Take Over

11 Feb 2013

Contributed by Lukas

Volatility Views 80: The Listeners Take Over Volatility Review: NASDAQ realized vol hits 11.33, a continued downtrend not only in NASDAQ, bu...

Volatility Views 79: Derivatives Strategy Consulting

04 Feb 2013

Contributed by Lukas

Volatility Views 79: Derivatives Strategy ConsultingVolatility Review: Premium coming out post non-farm payrolls. How long can volatility stay this lo...

Volatility Views 78: Making Money in Spite of Yourself

28 Jan 2013

Contributed by Lukas

Volatility Views 78: Making Money in Spite of Yourself Volatility Review: Apple set fire to their earnings estimates, and then plunged to murky depth...

Volatility Views 77: Volatility from a Wealth Advisor Perspective

23 Jan 2013

Contributed by Lukas

Volatility Views 77: Volatility from a Wealth Advisor Perspective Volatility Review:  Bob Krause pinch hits for Don in this episode. Volatility has ...

Volatility Views 76: Commodity Futures and Volatility

14 Jan 2013

Contributed by Lukas

Volatility Views 76: Commodity Futures and Volatility Volatility Views: Not much happening from a volatility perspective. NASDAQ vol review. ...

Volatility Views 75: New Year, New Questions

07 Jan 2013

Contributed by Lukas

Volatility Views 75: New Year, New Questions Volatility Review: Happy 2013 to all our Volatility Views listeners! The market rallied across t...

Volatility Views 74: Digging Deep into the Listener Mailbag

24 Dec 2012

Contributed by Lukas

Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternet...

Volatility Views 73: Once More unto the Black Swan Breach

17 Dec 2012

Contributed by Lukas

Volatility Views 73: Once More unto the Black Swan Breach Volatility Review: NASDAQ vol hits 13.08. Apple, despite its tremendous movement, ...

Volatility Views 72: Closing the Book on Black Swans

10 Dec 2012

Contributed by Lukas

Normal 0 false false false EN-US X-NONE X-NONE ...

Volatility Views 71: Condor Options Takes on Black Swans

03 Dec 2012

Contributed by Lukas

Volatility Views 71: Condor Options Takes on Black Swans Volatility Review: Near-term vol of vol has been extremely low of late. NASDAQ and...

Volatility Views 70: Stop Worrying about Black Swans

19 Nov 2012

Contributed by Lukas

Normal 0 false false false EN-US X-NONE X-NONE ...

Volatility Views 69: Unlocking the Secrets of the Vol Surface

12 Nov 2012

Contributed by Lukas

Volatility Views 69: Unlocking the Secrets of the Vol SurfaceVolatility Review: The post-election selloff seems to be over for now. A bit of politics,...

Volatility Views 68: The Dark Art of Futures Options

29 Oct 2012

Contributed by Lukas

Volatility Views 68: The Dark Art of Futures OptionsVolatility Review: NASDAQ vol and how it has been affected by earnings. Implied risk premium. S&P ...

Volatility Views 67: VolContract Futures Overlays: The Holy Grail?

23 Oct 2012

Contributed by Lukas

Volatility Views 67: VolContract Futures Overlays: The Holy Grail? Volatility Review: What's going on with the VIX rallying on a slow day l...

Volatility Views 66: A Week without Volatility

15 Oct 2012

Contributed by Lukas

Volatility Views 66: A Week without VolatilityVolatility Review: The week in vol that never happened. Yes, it was a very quiet week. NASDAQ and S&P bo...

Volatility Views 65: Contango Tango

08 Oct 2012

Contributed by Lukas

Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternet...

Volatility Views 64: Missing the Fat, Juicy Puts of Yore

01 Oct 2012

Contributed by Lukas

Volatility Views 64:  Missing the Fat, Juicy Puts of YoreVolatility Review:  Looking back at a four-day time horizon.  At this point, most of the i...

Volatility Views 63: The Low End of the Volatility Spectrum

25 Sep 2012

Contributed by Lukas

Volatility Views 63: The Low End of the Volatility Spectrum Volatility Review: Vol didn't get a boost going into the weekend, but it didn't ...

Volatility Views 62: Bad Money Managers

17 Sep 2012

Contributed by Lukas

Volatility Views 62: Bad Money ManagersVolatility Review: The team takes a moment to discuss the problem with buying a put versus selling the stock an...

Volatility Views 61: A Short Straddle for Cowards

10 Sep 2012

Contributed by Lukas

Volatility Views 61: A Short Straddle for CowardsVolatility Review: Vol review from the last few weeks. Short story: vol has marched downward to near-...

Volatility Views 60: Jackass Investing: Don't Do It. Profit From It.

21 Aug 2012

Contributed by Lukas

Volatility Views 60:  Jackass Investing: Don't Do It. Profit From It. Volatility Review: NASDAQ overview over the last month, since our last show. Ho...

Best of Volatility Views: Busting Skew Myths

07 Aug 2012

Contributed by Lukas

Best of Volatility Views: Busting Skew Myths Busting Skew Myths! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create sk...

Volatility Views 59: A Deep Dive into Variance Swaps

26 Jul 2012

Contributed by Lukas

Volatility Views 59:  A Deep Dive into Variance SwapsVolatility Review: VIX has certainly declined since the last show, with a pop happening only rec...

Best of Volatility Views: Larry the Legend

16 Jul 2012

Contributed by Lukas

Best of Volatility Views:  Larry the LegendIn this episode, Mark, Don, and Mark Sebastian are joined by Larry McMillan.Volatility Viewpoints: Larry M...

Best of Volatility Views: The Great Skew Debate

09 Jul 2012

Contributed by Lukas

Best of Volatility Views: The Great Skew Debate Mark, Mark, and Don discuss volatility and skew with John Bilson, Professor of Finance at the Illinois...

Best of Vol Views: Vix and More

02 Jul 2012

Contributed by Lukas

Another selection from The Best of Volatility Views. In this episode, dated June 20, 2011, Mark and Don chat with Bill Luby, creator of the popular we...

Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle

27 Jun 2012

Contributed by Lukas

Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle Mark and Don have the honor of speaking with Professor Engle on var...

Volatility Views 58: Cracking the Bond Code

18 Jun 2012

Contributed by Lukas

Volatility Views 58: Cracking the Bond Code Volatility Review: NASDAQ realized volatility makes a slight upward move, and until we get any evidence t...

Volatility Views 57: Turning the Tables on Mark Sebastian

12 Jun 2012

Contributed by Lukas

Volatility Views 57:  Turning the Tables on Mark Sebastian Volatility Review: VIX is back this week, after it ended unchanged at 0.0 before last week...

Volatility Views 56: More Listener Mail Fun

04 Jun 2012

Contributed by Lukas

Volatility Views 56: More Listener Mail Fun Volatility Review: Broad selloffs across the markets, due to the poor jobless claims numbers. One-month re...

Volatility Views 55: Good Volatility, Bad Volatility

29 May 2012

Contributed by Lukas

Volatility Views 55: Good Volatility, Bad Volatility Volatility Review: The play between pre- and post-election Greek volatility has seen big action. ...

Volatility Views 54: Listener Mail Extravaganza, Part Two

21 May 2012

Contributed by Lukas

Volatility Views 54: Listener Mail Extravaganza, Part Two Volatility Review: NASDAQ one-month vol came in a little bit, and at the same time the three...

Volatility Views 53: An Insider's View of Risk Management

14 May 2012

Contributed by Lukas

Volatility Views 53: An Insider's View of Risk Management Volatility Review: There is an extra note of tension in the market with S&P vol waiting for ...

Volatility Views 52: The Father of Financial Futures

07 May 2012

Contributed by Lukas

Volatility Views 52: The Father of Financial Futures Volatility Review: Listeners from last week may remember Don made a timid prediction that the rea...

Volatility Views 51: Risk Managers: The Adults in the Group

30 Apr 2012

Contributed by Lukas

Volatility Views 51: Risk Managers: The Adults in the Group Volatility Review: VIX options were absolutely crushed this week. Apple after earnings and...

Volatility Views 50: Listener Mail Extravaganza

23 Apr 2012

Contributed by Lukas

Volatility Views 50: Listener Mail Extravaganza Volatility Review: NASDAQ (aka Apple+) is starting to see a rise in realized volatility, as had been a...

Volatility Views 49: How Best to Price Variance and Volatility Swaps

16 Apr 2012

Contributed by Lukas

Volatility Views 49: How Best to Price Variance and Volatility Swaps Volatility Review: It's funny how it didn't take long for our prediction of a ran...

Volatility Views 48: Masters of the VIX

09 Apr 2012

Contributed by Lukas

Volatility Views 48: Masters of the VIX Volatility Review: Not much vol action to report with the markets closed on recording day (Friday). Steep cont...

Volatility Views 47: How Dynamic Volatility Can Reshape Your Portfolio

03 Apr 2012

Contributed by Lukas

Volatility Views 47:  How Dynamic Volatility Can Reshape Your Portfolio Volatility Review:  VIX review, with interesting corresponding elements rel...

Volatility View 46: Volatility Discussion with the Godfather

27 Mar 2012

Contributed by Lukas

Volatility View 46: Volatility Discussion with the Godfather Volatility Review: Slaughter of the VIX April future, with May poised for the same.  Cre...

Volatility Views 45: What Does Butter Have to Do with It?

19 Mar 2012

Contributed by Lukas

Volatility Views 45: What Does Butter Have to Do with It? Mark is joined by Volatility Exchange CEO Bob Krause croquet courtside at the FIA Boca Confe...

Volatility Views 44: Listener Mail Extravaganza

12 Mar 2012

Contributed by Lukas

Volatility Views 44:  Listener Mail  Extravaganza Volatility Review: Vol is down and SPX is up. Even the  news of the new iPad wasn't enough to bo...

Volatility Views 43: Are Weekly Options Ruining Volatility?

05 Mar 2012

Contributed by Lukas

Volatility Views 43: Are Weekly Options Ruining Volatility? Volatility Review: The VIX was gaining ground again, but became mired in a holding pattern...

Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery

27 Feb 2012

Contributed by Lukas

Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery     Volatility Review: Euro vol review. How has the Greek settlement a...

Volatility Views 41: Breaking Open the Volatility Mailbag

21 Feb 2012

Contributed by Lukas

Volatility Views 41: Breaking Open the Volatility Mailbag Volatility Review: SPX/VIX review — some level disparities between the VIX cash and the VI...

Volatility Views 40: Manipulating The VIX

13 Feb 2012

Contributed by Lukas

Volatility Views 40: Manipulating The VIX Volatility Review: Euro vol review. March Euro VolContract has an interesting phenomenon brewing — realize...

Volatility Views 39: Redefining Normal

06 Feb 2012

Contributed by Lukas

Volatility Views 39: Redefining Normal Volatility Review: How low can vol continue to go? Dancing around 17 in VIX cash. We have finally reached perfe...

Volatility Views 38: The Great Skew Debate

30 Jan 2012

Contributed by Lukas

Volatility Views 38:  The Great Skew Debate Volatility Review:  What is going on with the VIX? How low can it go?  Sebas sees VIX going to 16. Don...

Volatility Views 37: Volatility: How Low Can It Go?

23 Jan 2012

Contributed by Lukas

Volatility Views 37: Volatility: How Low Can It Go? Volatility Review: Might we see VIX below 20 for some time to come? Euro vol up slightly since las...

Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX

17 Jan 2012

Contributed by Lukas

Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX Volatility Review: Another interesting week in general volatility. Althoug...

Volatility Views 35: Aggressively Selling Volatility in the New Year

09 Jan 2012

Contributed by Lukas

Volatility Views 35: Aggressively Selling Volatility in the New Year Volatility Review: After a holiday hiatus, Mark, Don, and Mark Sebastian di...

Volatility Views 34: A Break from the Insanity

19 Dec 2011

Contributed by Lukas

Volatility Views 34: A Break from the Insanity Volatility Review: This was an intriguing week for volatility action. Strange week in the world of V...

Volatility Views 33: The Art of Managing Volatility

12 Dec 2011

Contributed by Lukas

Volatility Views 33: The Art of Managing Volatility Volatility Review: VIX has been up and down around the 30-handle, but now it is time for it to beg...

Volatility Views 32: Larry the Legend

06 Dec 2011

Contributed by Lukas

Volatility Views 32: Larry the Legend In this episode, Mark, Don, and Mark Sebastian are joined by Larry McMillan. Volatility Review: Last week saw a ...

Volatility Views 31: Live from Las Vegas

22 Nov 2011

Contributed by Lukas

Volatility Views 31: Live from Las VegasVolatility Review: It's been a rough week for the equity markets. With the weekend decay out, and the super co...

Volatility Views 30: Epithet Etymology

14 Nov 2011

Contributed by Lukas

Volatility Views 30: Epithet Etymology Volatility Review: Only four days into the new front month of December, we have a ton of volatility. Greece and...

Volatility Views 29: Other Volatility Indices

08 Nov 2011

Contributed by Lukas

Volatility Views 29: Other Volatility Indices Volatility Review: The VIX cash and the VIX, in general, have been on quite the roller coaster ride. Wit...

Volatility Views 28: Day-Trading VolContracts

02 Nov 2011

Contributed by Lukas

Volatility Views 28: Day-Trading VolContractsVolatility Review: Mark Sebastian's week in review. Euro vol a roller coaster ride recently -- two big mo...

Volatility Views 27: Stealing the Mean

26 Oct 2011

Contributed by Lukas

Volatility Views 27: Stealing the Mean Volatility Review: A bit of a roller coaster ride with the S&P 500 and VIX -- A general rally in the broad mark...

Volatility Views 26: Live from FIA Chicago

17 Oct 2011

Contributed by Lukas

Volatility Views 26: Live from FIA Chicago   Taped live before a packed audience, Mark, Don, and Mark Sebastian are joined by Chris Strong, Director...

Volatility Views 25: Skewness and Kurtosis

04 Oct 2011

Contributed by Lukas

Volatility Views 25: Skewness and Kurtosis Volatility Review: Metals and gold vol. Euro vol review: Don talks about the recommendations he had made t...

Volatility Views 24: Precious Metals Volatility Explosion

26 Sep 2011

Contributed by Lukas

Volatility Views 24: Precious Metals Volatility ExplosionVolatility Review: The markets are turning green after a recent sea of red. A huge sell-off i...

Volatility Views 23: Can You Eat Risk-Adjusted Returns?

19 Sep 2011

Contributed by Lukas

Volatility Views 23: Can You Eat Risk-Adjusted Returns?Volatility Review: VIX futures vs. VIX cash -- many long-dated contracts predicted the sell-off...

Volatility Views 22: Bringing Don to the Dark Side

12 Sep 2011

Contributed by Lukas

Volatility Views 22: Bringing Don to the Dark SideVolatility Review: A broad market volatility review – it's been another volatile week. The market ...

Volatility Views 21: The Volatility Feedback Effect

06 Sep 2011

Contributed by Lukas

Volatility Review: A review of SPX, VIX, and pricing the weekend out. Non-farm payroll: what was the impact on vol? Euro vol review. How did Mark and ...

Volatility Views 20: Divergence & Convergence

29 Aug 2011

Contributed by Lukas

Volatility Views 20: Divergence & Convergence Volatility Review: A rundown of VIX, Euro VolContracts, and the equity markets. Interestingly, we have t...

Volatility Views 19: A Better Way to Measure Volatility?

22 Aug 2011

Contributed by Lukas

Volatility Review: Volatility contracts have calmed a little - a surprise given what the recent history for the previous contacts has been. A rundown ...

Volatility Views 18: The Chicago Way

17 Aug 2011

Contributed by Lukas

Volatility Views 18: The Chicago WayVolatility Review: Volatility has been on quite the roller coaster since the last show. A rundown of the weekly VI...

Volatility Views 17: Busting Volatility Skew Myths

17 Aug 2011

Contributed by Lukas

Volatility Views 17: Busting Volatility Skew MythsVOLATILITY REVIEW:  The debt ceiling deal and its effect on the market. Euro VolContracts trading o...

Volatility Views 16: Risk Premium

17 Aug 2011

Contributed by Lukas

Volatility Views 16: Risk PremiumVolatility Review:  Interesting week with the market not doing much, but volatility increased anyway.  The market's...

Volatility Views 15: Know Your Volatility

17 Aug 2011

Contributed by Lukas

Volatility Views 15: Know Your VolatilityVolatility Review:  Vol gets demolished. Volatility modeling is not accurate. Range-bound volatility.  Euro...

Volatility Views 14: The Unknown World of Volatility Technical Analysis

17 Aug 2011

Contributed by Lukas

Volatility Views 14: The Unknown World of Volatility Technical AnalysisVolatility Review:  Much ado about nothing? Big steps forward and back, but wh...

Volatility Views 13: VIX and More

17 Aug 2011

Contributed by Lukas

Volatility Views 13: VIX and MoreVolatility Review:  Mark, Don, and special guest Bill Luby talk about the roller coaster week of volatility and if p...

Volatility Views 12: Tasty Vol

17 Aug 2011

Contributed by Lukas

Volatility Views 12: Tasty VolVolatility Review:  Euro vol update.  Robert Engle's Volatility Institute Forecasts are on the VolX.us website, and pr...

Volatility Views 11: Good Sources of Volatility

17 Aug 2011

Contributed by Lukas

Volatility Views 11: Good Sources of VolatilityVolatility Review:  Divergence between realized and implied volatility.   Expiration day for the Jun...

Volatility Views Episode 10: Options Die A Little Every Day

17 Aug 2011

Contributed by Lukas

Volatility Views 10: Options Die A Little Every DayVolatility Review:  Hit the bids and then hit the road?  Significant fear uptick.  Should VIX sk...