Apr 22, 2013
Volatility Views 87: It All Comes Down to
Volatility Review: The VIX shot up at the
beginning of the week, but was selling off by the end of the week.
There was a broad vol story happening this week, particularly in
the commodities with gold vol spiking 500% over two
Volatility Viewpoint: Bob Krause discusses the
RealVol Index, available at VolX, which features nine daily
indexes. Bob also talks about how a real-time value can be
calculated from a daily value.
Listener Mail: Tell us what you want to
from Blake M, Troy, NY: If I trade bullish risk reversals, does the
volatility premium give me an inherent advantage over
collar/bearish risk reversal trades?
from Mitten, Toronto, ON: When does VolX plan to launch a
RealVol contract on commodities? I think a metals contract
would be very popular and profitable for the exchange.
from Mike P: Mark, are you aware of any research, or can you bring
on any guest to discuss to the performance of at-the-money
straddles during earnings cycles? It can be either from the short
or long side. I'm surprised at the lack of available information on
this topic, given the importance of the subject matter. This
impacts pretty much every options trader at least once every
quarter. Any light that you could shine on this through your
fantastic radio network and website would be very much
The Crystal Ball: Apple and other earnings next
week, which have an impact on vol premium. The bulls could be
coming back in force.