Dec 3, 2012
Volatility Views 71: Condor Options Takes on Black
Volatility Review: Near-term vol of vol has been extremely low of late. NASDAQ and S&P vol review: over the past two weeks vol has been almost unchanged. How has our frame of reference for vol changed?
Volatility Viewpoint: Today's guest is Jared Woodard, the founder of Condor Options. He discusses his recent article about volatility and black swan events. What was the response from Taleb? A major bombshell is dropped. Plus, Jared also gives his take on volatility risk premium.
The Crystal Ball: The fear of the weekend. What could happen with "the fiscal cliff"?
Here is the link to the article on Condor Options' website.