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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.

Jan 30, 2012

Volatility Views 38:  The Great Skew Debate

Volatility Review:  What is going on with the VIX? How low can it go?  Sebas sees VIX going to 16. Don gives a Euro VolContract update, noting the equity-like behavior (underlying increased, while vol dropped).  Looking forward to the Nasdaq 100 VolContracts.

Volatility Viewpoint:  Mark, Mark, and Don discuss volatility and skew with John Bilson, Professor of Finance at the Illinois Institute of Technology's Stuart School of Finance.  Professor Bilson also proposes two new types of contracts for the marketplace.

Crytsal Ball:  Right now, there are good opportunities to buy individual equity options because volatility is so low. Mark Sebastian uses AAPL as an example. The impact of the leverage effect.  Don thinks that the vol levels on the Euro VolContracts look just about right.