Oct 1, 2012
Volatility
Views 64: Missing the Fat, Juicy Puts of
Yore
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.