Aug 4, 2014
Volatility Views 121: Something Is Odd with
Volatility Review: VIX hovering around 16 one
handle higher than it was last week. VXST is averaging around 18.
Volatility skew - some very strange occurrences this week.
Volatility Voicemail: Listener questions and
- Question from TiklenIvory: What is the best
way to short VIX? Straight up VIX puts, or go long XIV?
- Question from James Forrest: I liked the
conversation regarding straddle volatility going into earnings. I
agree that there should be more research into this area. Jared, I
would happily add my $5 to the mix, if that will spur you into
action. If you had to guess right now, what percentage of Fortune
500 names do you think outperform their straddle in any given
- Question from Eligo: RE: Straddle debate
from episode 120. Should any straddle research into earnings
incorporate dynamic hedging into the results? For example: If the
underlying does not net outperform the straddle, but there are
multiple opportunities to dynamically hedge during the trading
session, it would net be profitable. Should this be incorporated
into any future straddle research, or does this add too much
complexity to the equation?
Crystal Ball: How long can volatility stay in
the low teens? What could possibly cause a move higher?