Oct 29, 2012
Views 68: The Dark Art of Futures Options
Volatility Review: NASDAQ vol and how it has been affected by earnings. Implied risk premium. S&P vol.
Volatility Viewpoint: Today's guest is Jeff Lewandowski from Foremost Trading. He discusses his transition from CBOE to futures, as well as the odd shape of...
Oct 23, 2012
Volatility Views 67: VolContract Futures Overlays: The Holy Grail?
Volatility Review: What's
going on with the VIX rallying on a slow day like today? NASDAQ
rundown. This is the first time we've moved down more than
1% since June 26th.
Volatility Viewpoint: Today's guest is Nick Li, a Quantitative Analyst...
Oct 15, 2012
Views 66: A Week without Volatility
Volatility Review: The week in vol that never happened. Yes, it was a very quiet week. NASDAQ and S&P both dropped off severely since the last week.
Listener Mail: Our listeners drive the bus for a while
Oct 8, 2012
Volatility Views 65: Contango Tango
Volatility Review: The VIX is back at 14. We're definitely in a...
Oct 1, 2012
Views 64: Missing the Fat, Juicy Puts of
Volatility Review: Looking back at a four-day time horizon. At this point, most of the indices are unchanged on the day. Don starts us off reporting that we saw actual movement in realized vol for both NASDAQ and S&P. NASDAQ components making the index rather...