Volatility Views 95: When the Crazies Emerge
Volatility Review: Activity review for VIX futures, VIX options, RVX and VIX-related ETPs. Extended hours working for VIX. VXST approval expected in February.
The 2013 numbers are in:
VIX futures 2013 annual ADV - 159K - Up 67% from 2012.
VIX options 2013 annual ADV - 567K - Up 28% from 2012.
SPX options 2013 annual ADV - 823K - Up 18% from 2012.
Volatility Voicemail: What questions do you have for us?
Comment from nrlbuild: Great to have Volatility Views back on the air...but what about Don Schlesinger? Breakin' my heart man! Keep up the good work, Ned
Question from Greg: I'd been looking at the CBOE's Put-write vs. Buy-write strategy that rolls the ATM monthly options short. On the surface it appears the PW outperformed with less volatility over the last 25 years. It appears the PW outperforms over longer periods because any or all of the following:
1) Investors have overestimated future dividend payments
2) Investors have overesti