Volatility Views 57: Turning the Tables on Mark Sebastian
Volatility Review: VIX is back this week, after it ended unchanged at 0.0 before last week's Option Block episodes. Time will tell as we see what happens in Europe. NASDAQ one- and three-month realized volatility has had almost no movement at all, but the trend is surely upward. Volatility Viewpoint: Long-time panelist Mark Sebastian gets the chance to sit in the guest's seat and discusses what Option Pit is and the world of options education.
Mail Bag: Answering listener questions.CBOE is in the process of changing the way they list weekly options. How do you think the change will impact weekly options volatility, as well as the way they perform? Thanks again and I love the show. You guys make my commute to work a little more bearable. (Via Facebook from Chris Monty)
In a time spread, which risk/opportunity should I really focus on: gamma or vega? It seems like trading time spreads is essentially finding a proper balance be