May 11, 2015

Volatility Views 157: It Looks Good Until It Blows Up

Listen Later

39 minutes

Volatility Viewpoint: Today's guest is Euan Sinclair, Author of Volatility Trading Editions 1 & 2, as well as Options Trading. He discusses:

What is driving the pronounced decrease in VIX?

What were the primary drivers of the dramatic increase in "Vol-of-Vol" we saw at the end of 2014?

CBOE is launching VIX weeklies soon. Does he feel they have the potential to succeed where VXST has failed miserably?

A sneak peek of any book he currently has in the works.

Volatility Review: A look back at the week from a volatility perspective

VIX Cash: Low - 12.10, High - 16.36

VIX Options: Total 6.62m (4.76m Calls, 1.86m Puts)

Crude oil: OVX & OIV

Volatility Voicemail: Listener questions and comments

Question from Mark Brant: Please address how IV chain structure can make a spread more viable or less viable and how liquidity affects such IV structures.

Question from AdamVega:Hello I am a big fan, thank you for your great shows. I have been looking for a platform that I use for Backtesting. I currently use thinkorswim but Backtesting is slow and not reliable. Any suggestions? Thanks AdamVega

...more

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Volatility Views

By The Options Insider Radio Network

4.2

1717 ratings

May 11, 2015

Volatility Views 157: It Looks Good Until It Blows Up

Listen Later

39 minutes

Volatility Viewpoint: Today's guest is Euan Sinclair, Author of Volatility Trading Editions 1 & 2, as well as Options Trading. He discusses:

What is driving the pronounced decrease in VIX?

What were the primary drivers of the dramatic increase in "Vol-of-Vol" we saw at the end of 2014?

CBOE is launching VIX weeklies soon. Does he feel they have the potential to succeed where VXST has failed miserably?

A sneak peek of any book he currently has in the works.

Volatility Review: A look back at the week from a volatility perspective

VIX Cash: Low - 12.10, High - 16.36

VIX Options: Total 6.62m (4.76m Calls, 1.86m Puts)

Crude oil: OVX & OIV

Volatility Voicemail: Listener questions and comments

Question from Mark Brant: Please address how IV chain structure can make a spread more viable or less viable and how liquidity affects such IV structures.

Question from AdamVega:Hello I am a big fan, thank you for your great shows. I have been looking for a platform that I use for Backtesting. I currently use thinkorswim but Backtesting is slow and not reliable. Any suggestions? Thanks AdamVega

...more

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