Preview Mode Links will not work in preview mode

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.

Mar 18, 2013

Volatility Views 84: May You Live in Interesting Times

Volatility Review: We are back after a short break last weekend. Most major indexes have reached near-record lows highs.  As a consequence, because of the inverse relationship, volatilities are extremely low.  Could this be the norm going forward? Is there a line drawn in the sand with options' implied volatilities?

Listener Mail: Our team tackles your questions.

  • Question from Phil Fan: Do you ever plan to host a live recording of Volatility Views? If so, when and where? Please put me on the list.
  • Question from Tim Moore: The host frequently says that vol traders don't understand basic math. What does he mean by that?
  • Question from X64: Are there any good tools out there that show up-to-the-minute, even intraday, realized volatility?
  • Question from Aston Meyer, Brooklyn, NY: I enjoyed your recent show with Randy Swan. However, do you really think it is realistic for a client to expect his financial advisor to have a working understanding of volatility, in addition to all the other things they keep track of for their clients (stock selection, tax implications, risk tolerance, etc.)? Thank you for this wonderful program, I have learned quite a bit.
  • Question from StatArb: Do you think they'll pull all the vol swaps onto SEF's along with the CDS's?

Crystal Ball: Very rarely have realized and implied volatility been this close to each other, making this an interesting period. VIX settlement next week.