EPISODE · May 11, 2015 · 39 MIN
Volatility Views 157: It Looks Good Until It Blows Up
from Volatility Views
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
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Volatility Views 157: It Looks Good Until It Blows Up
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