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  • 4 years ago
Volatility Views 121: Something Is Odd with Volatility Skew

Volatility Views 121: Something Is Odd with Volatility Skew

Volatility Views 121: Something Is Odd with Volatility Skew
Volatility Review: VIX hovering around 16 one handle higher than it was last week. VXST is averaging around 18. Volatility skew - some very strange occurrences this week.

 
Volatility Voicemail: Listener questions and comments.

Question from TiklenIvory: What is the best way to short VIX? Straight up VIX puts, or go long XIV?
Question from James Forrest: I liked the conversation regarding straddle volatility going into earnings. I agree that there should be more research into this area. Jared, I would happily add my $5 to the mix, if that will spur you into action. If you had to guess right now, what percentage of Fortune 500 names do you think outperform their straddle in any given quarter?
Question from Eligo: RE: Straddle debate from episode 120. Should any straddle research into earnings incorporate dynamic hedging into the results? For example: If the underlying does not net outperform the straddle, but there are multi

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