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  • 3 years ago
Volatility Views 178: The Primordial History of Volatility Skew

Volatility Views 178: The Primordial History of Volatility Skew

Volatility Review: A look back at the week from a volatility perspective.

VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days
Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An Appetizer
VIX Weeklies: Another robust volume week.
VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper "buys" 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)
Crude Oil: OIV - 42.28, OVX - 41.99

Volatility Voicemail: Listeners have their say.

Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.

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