Volatility Views 56: More Listener Mail Fun
Volatility Review: Broad selloffs across the markets, due to the poor jobless claims numbers. One-month realized volatility on the NASDAQ was up about half a percentage point to 17.40, and the three-month edged higher to 16.02. Reacting, rather than predicting, was the order of the day.
Listener Mail: We're Going Listener Mail Crazy Again This Week
How do you guys feel the addition of Facebook will impact NASDAQ volatility in the future? (Via Twitter from DAMIAN14)What's your opinion of Facebook's option vol and options trading so far? (Via email from Tim L. in Portland, OR)
Any update on the NASDAQ VolContracts? (Via Twitter from EuroDJ)
Is delta neutral hedging the only way to trade realized volatility in the options market right now (outside of VolContracts on the Euro, of course)? I like what you guys talk about every week and I'm looking for ways to capture that good ol' "realized vol." (Via Facebook from Steve K., Victoria, BC)