Dec 17, 2012
Volatility Views 73: Once More unto the Black Swan
Breach
Volatility Review: NASDAQ vol hits 13.08. Apple,
despite its tremendous movement, is having little effect on NASDAQ
volatility. S&P realized vol versus implied vol.
Listener
Mail: Back to Black Swans.
The Crystal Ball: Sebastian foresees a massive spike in realized vol with little to no spike in implied vol. Is it time to own gamma and be short vega? Still waiting for some news out of Washington.