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Volatility Views 136: Oil Volatility and VXST Volume

Volatility Review: The week in vol

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• VIX Cash: VIX rallies - the market rallies has been a big story of this week. A lot of outlets have been jumping on the train.
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• VIX Options: 2.3/1 call/put
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• VXST: A decent week from a volume perspective. OI now at 10,244 (8,015 Calls/2,229 Puts)
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• Introducing the launch of Treasury VIX futures.
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• Crude Vol: XLE, Brent and WTI
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Listener Mail: Listener questions and comments

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• Question from Timinc - Hello volatility views hosts. I appreciate your fine program although much of it exceeds my expertise. My question involves the Black-Scholes formula. I\u2019m a student studying quantitative finance and we\u2019re learning about this formula now. My professor stresses the value of this formula but is it still widely used in industry? Do I need to study Black-Scholes in order to get a derivatives quant or modeling job after I graduate?
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• Question from Alan Baxter - What is the best source for data on trading activity in the volatility swaps market?
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Crystal Ball: Reckless, wild prognostication ensues. Jared flies solo in looking at the year ahead.\xa0

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