Mar 25, 2013
Volatility Views 85: Responding to Great Listener Questions
Volatility Review: It is somewhat surprising to see how little the recent European crisis has impacted the VIX. Perhaps the market over-reacted to the news in Cypress. NASDAQ 21-day realized volatility is below that of the S&P.
Listener Mail: Keep...
Mar 18, 2013
Volatility Views 84: May You
Live in Interesting Times
Volatility Review: We are back after a short break last...
Mar 4, 2013
Volatility Views 83: Check Your Levels
Volatility Review: We had quite a roller coaster week in terms of implied and realized vol. The importance of vol of vol has been showcased.
Listener Mail: We have a huge mail bag today.