Volatility Views 54: Listener Mail Extravaganza, Part Two
Volatility Review: NASDAQ one-month vol came in a little bit, and at the same time the three-month vol went up slightly. The risk premium between implied and realized volatility has widened further. A crazy scenario of implied vs. realized volatility in VIX.
Listener Mail: Mark, Don, and Mark take on listener questions.
All of this talk about JP Morgan has left me wondering, what kind of derivatives hedge loses $2.3 billion? How is that even possible? Help me Volatility Views hosts, you are my only hope! (Todd Lundgren, Pittsburgh, PA)
I Know Bob and Don are big fans of vol cones. How about a vol cone update on the major indices (VIX, NASDAQ, Euro, etc.) for your loyal listeners? Where should I be buying, or perhaps not buying VIX here? (TEDMAS via Facebook)
Hey Don, what index is next from VolX after NASDAQ? Russell? Emerging Markets? Thanks. (Via Twitter from UNCLESTEVE)
Mark is fond of calling NASDAQ "Apple Plus."