Mar 18, 2013
Volatility Views 84: May You
Live in Interesting Times
Volatility Review: We are back after a short break last weekend. Most major indexes have reached near-record lows highs. As a consequence, because of the inverse relationship, volatilities are extremely low. Could this be the norm going forward? Is there a line drawn in the sand with options' implied volatilities?
Listener Mail: Our team tackles your questions.
Crystal Ball: Very rarely have realized and implied volatility been this close to each other, making this an interesting period. VIX settlement next week.