Dec 8, 2014
Volatility Views 138: The Action Is In Oil
Volatility Review: The week in vol
- VIX Cash: High: 14.75 - Low: 12.09
- VIX Options: Total 5.71M (3.84M Calls, 1.86M
Puts). VIX shunned as few bumps seen for S&P 500 at years
- International Vol review: Its official -
America is now No. 2
- Oil Volatility: Oil futures slide on Saudi
price cut to U.S.
- Gold Volatility: Hard to be a bull in this
Listener Mail: Listener questions and
- Question from Michael Roberts - I came across
your program while looking for new diversification options for my
clients. I find your suggestions about collars and protective puts
very interesting. I have also been reading new research about
volatility itself being positioned as an alternative asset class.
This leads me to two questions:
1. Do you agree
that volatility is an asset class?
2. What is the
best process to gain exposure to that asset class for my clients?
Is simply buying an options with a substantial vega component
sufficient, or must I purchase a dedicated volatility asset such as
VIX options or an ETF life VXX?
- Question from Joe Hill - SPY vs SPX vs e-Mini
Options Question. Hello from Georgia. I know that these products
are supposed to be similar from an implied volatility perspective,
but how similar are they really? After all, they are distinct
products, each with its own volume and customer flow. Do they all
trade in a similar fashion, or are there times when these products
will exhibit discrepancies. Last - Can we get a show on just
commodity vol on of these days? Thanks for your time.