Jan 9, 2012
Selling Volatility in the New
Volatility Review: After a holiday hiatus,
Mark, Don, and Mark Sebastian discuss and review current and
upcoming vol in 2012. The $64,000 question: Why is vol getting
crushed? What's happening in the Euro zone?
Volatility Viewpoint: A grab bag of volatility
topics in this viewpoint section, including: VIX futures--how they
trade, the nature of their term structure, contango, etc., and
actual realized vol in the market for the past year.
Mailbag: Best method of volatility
"I've just found this show on iTunes and I find it very
enlightening. Thank you for producing a quality show on this topic.
I'm relatively new to options and I'm looking to do some basic
modeling to get a better handle on options pricing and performance,
but I'm hung up on which volatility measurement to use in my model.
Close to close volatility certainly seems easiest but I'm not sure
if it would be accurate enough for my needs. Should I try for
something intra-day or should I stick with the easy path? Thanks,
Crystal Ball: Vol, S&P, VIX, EuroVol
Contracts, and Jan futures--where are they moving this year? A few
new contracts may be in the pipeline over at VolX.