Podcasts Business Volatility Views Volatility Views 157: It Looks Good Until It Blows Up

Volatility Views 157: It Looks Good Until It Blows Up

Published: May 11, 2015, 6:41 p.m.

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

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  • What is driving the pronounced decrease in VIX?
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  • What were the primary drivers of the dramatic increase in "Vol-of-Vol" we saw at the end of 2014?
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  • CBOE is launching VIX weeklies soon. Does he feel they have the potential to succeed where VXST has failed miserably?
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  • A sneak peek of any book he currently has in the works.
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Volatility Review: A look back at the week from a volatility perspective

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  • VIX Cash: Low - 12.10, High - 16.36
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  • VIX Options: Total 6.62m (4.76m Calls, 1.86m Puts)
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  • Crude oil: OVX & OIV
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Volatility Voicemail: Listener questions and comments

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  • 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.
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  • 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
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