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
- 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