October 19, 2015

Volatility Views 178: The Primordial History of Volatility Skew

Listen Later

1 hour 1 minute

Volatility Review: A look back at the week from a volatility perspective.

VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days

Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An Appetizer

VIX Weeklies: Another robust volume week.

VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper "buys" 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)

Crude Oil: OIV - 42.28, OVX - 41.99

Volatility Voicemail: Listeners have their say.

Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.

...more

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Volatility Views

By The Options Insider Radio Network

4.2

1717 ratings

October 19, 2015

Volatility Views 178: The Primordial History of Volatility Skew

Listen Later

1 hour 1 minute

Volatility Review: A look back at the week from a volatility perspective.

VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days

Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An Appetizer

VIX Weeklies: Another robust volume week.

VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper "buys" 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)

Crude Oil: OIV - 42.28, OVX - 41.99

Volatility Voicemail: Listeners have their say.

Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.

...more

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