Volatility Views

Volatility Views 184: Shadow Gamma and VIX Moral Hazards

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Volatility Viewpoint: Today's guest is Chris Cole, Managing Partner at Artemis Capital Management. They discuss Chris's now "infamous" letter to his investors, "Volatility and the Allegory of the Prisoner's Dilemma."

Volatility Review: A look back at the week from a volatility perspective, plus a review from RMC Asia.

  • VIX Cash: Volatility surges after sell-off and heading into Non-Farm Payrolls. VIX Cash: 18.11, VVIX: 101.80
  • What is the Fed impact on Vol?
  • SPX
  • CBOE Skew Index back to boring - This week: 135.26
  • VIX: A heavier volume week in VIX Options. Total 6.24m (4.57m Calls, 1.68m Puts)

    • Crystal Ball: Earnings season is winding down. FED on the horizon in December.

    ...more
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    Volatility ViewsBy The Options Insider Radio Network
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