Keep up to date with every new upload!

Join free & follow Volatility Views
Share
  • 2 years ago
Volatility Views 186: The Great Vol Skew Debate

Volatility Views 186: The Great Vol Skew Debate

Volatility Review: Welcome to the Post-Fed era.

VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show.
VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday.
Oil: Who is the bear driving up the price of U.S. stock options?

Volatility Voicemail: Listener questions and comments

Question from NJ42 - Where do you think the next big development will come from in volatility research or trading?
Question from Alistair - Why are the volatility offerings effectively limited to the S&P 500? Why are there not any real offerings for commodity volatility? People active in those markets also want to hedge their volatility risk?

Crystal Ball: What is left after the Fed?

Comments