Jan 30, 2012
Volatility Views 38: The Great Skew Debate
Volatility Review: What is going on with the VIX? How low can it go? Sebas sees VIX going to 16. Don gives a Euro VolContract update, noting the equity-like behavior (underlying increased, while vol dropped). Looking forward to the Nasdaq 100 VolContracts.
Jan 23, 2012
Volatility Views 37: Volatility: How
Low Can It Go?
Volatility Review: Might we see VIX below 20 for some time to come? Euro vol up slightly since last week -- Bob Krause called it correctly. Two weeks to go in the Feb VolContract.
Volatility Viewpoint: Don gets a chance to give his views on last week’s topics and...
Jan 17, 2012
Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX
Volatility Review: Another interesting week in general volatility. Although predicted to settle around the new mean of 23-25, VIX is down to 19. Where will it go next? CBOE has finally put out an adjustment to their settlement process. Euro...
Jan 9, 2012
Volatility Views 35: Aggressively Selling Volatility in the New Year
Volatility Review: After a holiday hiatus,
Mark, Don, and Mark Sebastian discuss and review current and
upcoming vol in 2012. The $64,000 question: Why is vol getting
crushed? What's happening in the Euro zone?
Volatility Viewpoint: A grab bag of...