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Volatility Views

Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.

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 prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.

CRYSTAL BALL:   An outlook on the weekend risk- What could happen?  PLUS:  Mark Sebastian gives his forecast for the coming week.