Volatility Views 41: Breaking Open the Volatility Mailbag
Volatility Review: SPX/VIX review — some level disparities between the VIX cash and the VIX futures. Euro vol is in single-digit territory. Nasdaq VolContract preview.
Listener Mail: Comment on the Great Volatility Skew Debate, Don's comments on volatility, and questions about Nasdaq VolContracts.
Crystal Ball: How will the disparity between VIX cash and VIX futures unwind? Where will Euro vol go next?