Feb 25, 2013
Volatility Views 82: Scalp Gamma, Trade Vega
Volatility Review: What is going to shake up the world of volatility? We did see a small pop this week. The weekend effect.
The Mail Bag: So many questions!
Feb 19, 2013
Volatility Views 81: Capturing Volatility Premium
Volatility Review: It’s about as blah as it can be with very little happening in the world of volatility. It’s not to say we told you so. If there is any edge, it’s in March VIX futures.
Volatility Viewpoint: Today's guest is Scott Maidel, Senior...
Feb 11, 2013
Volatility Views 80: The
Listeners Take Over
Volatility Review: NASDAQ realized vol hits 11.33, a continued downtrend not only in NASDAQ, but also S&P vol. The Russell is garnering premium over everything else.
Listener Mail: Our listeners are keeping us busy with questions.
Feb 4, 2013
Volatility Views 79:
Derivatives Strategy Consulting
Volatility Review: Premium coming out post non-farm payrolls. How long can volatility stay this low? Will VIX have an 11-handle by next week?
Volatility Viewpoint: Today's guest is Mark Shepherd, Founder of DSC, Derivatives Strategy Consultants. He discusses what...