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 interesting. (Yes, that means AAPL.) S&P implied vol being driven by the European cocktail of news of the day. Does skew have it all wrong? Andrew sees a floor in VIX around 13.
Volatility Mailbag: The team lets the listeners steer the conversation.
Crystal Ball: The team attempts to peer into the murky ether of upcoming volatility.