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  • 7 years ago
Volatility Views 15: Know Your Volatility

Volatility Views 15: Know Your Volatility

Volatility Views 15: Know Your VolatilityVolatility Review:  Vol gets demolished. Volatility modeling is not accurate. Range-bound volatility.  Euro vol at expiration looking calmer than previous expirations.Volatility Viewpoint: Featuring Mike Cavanaugh from Know Your Options, Inc.  The gang discusses the role of volatility in their collar strategies, the great VIX disconnect, self-directed trading, VolX products, and appropriate hedging techniques for different audiences.Crystal Ball:  Earnings season.  European debt woes. Uptick in vol for currencies, and overall volatility.  Friday was the Euro VolContract expiration.  August contract coming up.  Euro vol abatement indicated by GARCH model.

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