May 20, 2014
Volatility Views 112: How Low Will It Go?
Volatility Review: VIX cash broke the 12
handle - drifted to a low of 11.68. Is the VIX in a deep sleep? Or
has it permanently changed? Is low volatility here to stay? India
VIX slumps post-election.
Volatility Voicemail: What do you want to
- Question from CNans - Gamma vs. Vega scalping
- You have discussed gamma scalping on early episodes, as a way to
pay for long volatility positions. Is it not also possible to scalp
vega by legging into spreads intraday? Or is scalping a particular
activity linked to gamma trading? Would it be possible to do a show
entirely devoted to listener questions? That is my favorite part of
the program because I always learn so much from your answers.
- Comment from Sly @sportsmentalist: Hey Mark,
really enjoyed the Vol views episode with Sinclair. You should do
more quant oriented episodes