Apr 29, 2013
Volatility Views 88: Reestablishing the
Volatility Review: Vol has spiked in the last week, going nearly as high as during the Italian elections. CBOE computers go down. How does the inability to trade VIX affect the overall markets?
Listener Mail: Mark and Don will take your questions now.
Apr 22, 2013
Volatility Views 87: It All Comes Down to
Volatility Review: The VIX shot up at the beginning of the week, but was selling off by the end of the week. There was a broad vol story happening this week, particularly in the commodities with gold vol spiking 500% over two weeks.
Volatility Viewpoint: Bob...
Apr 15, 2013
Volatility Views: The Value of Gamma
Volatility Review: Gold vol is getting crushed and is off about 4%, with similar action happening in silver. Money is leaving gold and entering bonds and stocks. The Bernanke straddle is in full effect as money flows in from Asia. Lowest realized vol in Gold was charted in...