Nov 14, 2011
Volatility Views 30: Epithet Etymology
Volatility Review: Only four days into the new front month
of December, we have a ton of volatility. Greece and Italy are
leading the way, dictating how the market will trade day to day.
Mark Sebastian's week in review. Is Europe ramping up or winding
down? The trend of net unit buyers continues into today.
Volatility Viewpoint: This segment was kicked off by an
article in Futures Magazine, "Stock Market Trends and the
Volatility Premium by Marco Erling. We felt the article would be
right up the alley of Volatility Views listeners.
Mailbag/Crystal Ball: WHERE ARE WE ON THE EURO VOL CONE? I
know the guys over at VolX are big fans of the vol cones. I'd like
to know where the Euro VolContracts currently fall on the vol cones
spectrum. It sounds like they would be a screaming sell at these
levels. Am I correct, and do the hosts agree? Until the VIX proves
it can hold 30 and lower, it may be a good time to hold premium –
good for gamma scalping.