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Home > Volatility Views > Volatility Views 186: The Great Vol Skew Debate
Podcast: Volatility Views
Episode:

Volatility Views 186: The Great Vol Skew Debate
Category: Business
Duration: 00:52:50
Publish Date: 2015-12-21 15:15:21
Description:

Volatility Review: Welcome to the Post-Fed era.

  • VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show.
  • VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday.
  • Oil: Who is the bear driving up the price of U.S. stock options?

Volatility Voicemail: Listener questions and comments

  • Question from NJ42 - Where do you think the next big development will come from in volatility research or trading?
  • Question from Alistair - Why are the volatility offerings effectively limited to the S&P 500? Why are there not any real offerings for commodity volatility? People active in those markets also want to hedge their volatility risk?

Crystal Ball: What is left after the Fed?
Total Play: 0

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