Aug 29, 2011
Aug 22, 2011
Volatility Review: Volatility contracts have
calmed a little - a surprise given what the recent history for the
previous contacts has been. A rundown of the weekly VIX, Euro
VolContracts, and the equity markets. Plus Mark Sebastian gives his
volatility review.
Volatility Viewpoints: Special guest Euan Sinclair...
Aug 17, 2011
Volatility
Views 18: The Chicago Way
Volatility Review: Volatility has been on quite
the roller coaster since the last show. A rundown of the weekly
VIX/Volatility as well as the Euro Vol. Plus Mark Sebastian gives
his volatility review.
Volatility Viewpoint: Special guest Dan
Keegan from the Chicago School of...
Aug 17, 2011
Volatility
Views 17: Busting Volatility Skew Myths
VOLATILITY REVIEW: The debt ceiling deal and
its effect on the market. Euro VolContracts trading on the CME.
VOLATILITY VIEWPOINT: Busting Skew Myths!!!!
Does the Lottery Effect actually exist? Do flaws in the
Black-Scholes model create skew? Were options traders...
Aug 17, 2011
Volatility
Views 16: Risk Premium
Volatility Review: Interesting week with the
market not doing much, but volatility increased anyway. The
market's "in a pickle" until the debt issue is resolved. July
8 was the fifth expiration for the Euro VolContract, which showed
greater than 29% movement in the price during the...