Oct 4, 2011
Volatility Views 25: Skewness and
Kurtosis
Volatility Review: Metals and gold vol. Euro vol
review: Don talks about the recommendations he had made to sell the
Euro VolContracts a week ago Thursday, and where they settled this
past Friday - a product rich in volatility. S&P, Nasdaq, and
commodity vol review. Plus, Mark Sebastian's volatility
review.
Volatility Viewpoint: A quick primer on mean,
median, standard deviation, skew-ness, and kurtosis of
distributions, and why we don't remove the mean for vol
calculations. Plus, explaining negative market skew-ness,
leptokurtic behavior of stock prices, etc. As always, we keep it
easy to understand and non-intimidating.
Mailbag: Captain Options asks, "Given the
explosion of popularity in weekly options, I'm curious if Mark &
Don think there is room for short-term realized volatility
products. Would a weekly realized vol product even make sense at
this point given the short time frame of the product? Can you
generate a worthwhile calculation of volatility in such a short
time frame?"
Crystal Ball: S&P, Nasdaq, and commodity Vol
outlook. Euro VolContracts outlook. What's coming up at VolX and
Option Pit?