Volatility Views 91: Historical Lows
Volatility Review: Realized volatility plummeted. NASDAQ sits at 12.06 and S&P is even lower at 10.01. Don and Mark Sebastian called it.
Listener Mail: We answer listener questions.
Question from Jackson Engles, Garden City, NY: When you are analyzing historical volatility, what time frame is most relevant? The past 30 days? The past three months, six months, etc.? What do you focus on in your analysis
Question from Timothy VanAllen, Baltimore, MD: I hope Mark didn't lose "the Voice of Options" at his unusual activity event. I couldn't make that one, but if you guys end up doing a Vol Views 100 live, I hope to be able to attend. My question has to do with vol skew. We hear a lot about the vol smile, but nothing really exhibits it. Can you guys think of any underlyings that really spike from a volatility perspective once they move away from the ATM in either direction?
Question from ATL16: Dollar/Yen is crazy lately. What's a good source for F