

Volatility Views 157: It Looks Good Until It Blows Up
May 11, 2015
39:44
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