Volatility Views

Volatility Views Episode 2: The Shadowy World of Volatility Swaps

Listen Later

Volatility Views Episode Two: The Shadowy World of Volatility SwapsMark and Don are joined by Mark Sebastian from Option Pit.  There is no shortage of opinions on volatility this week.

  • Volatility Week in Review: VIX cash down, but how much does the weekend take out of it? Review of the new skew index; Euro VolContracts (TM) show a sharp volatility decline over March; VolX adds RSJ as a market maker.
  • Volatility Viewpoint:  Exploring the shadowy world of volatility & variance swaps; Using OTC volatility and variance swap markets to capture vol.  The nature of the payoffs. Realized volatility options in the cards. Inferred vol.
  • Crystal Ball: Sebastian thinks that vol has hit a bottom and that it will be ticking up.  Don wonders if that means that the market will fall? Not necessarily...

    • ...more
    View all episodesView all episodes
    Download on the App Store
    Volatility ViewsBy The Options Insider Radio Network
    • 4.2
    • 4.2
    • 4.2
    • 4.2
    • 4.2

    4.2

    17 ratings

    More shows like Volatility Views

    View all
    Bloomberg Surveillance by Bloomberg

    Bloomberg Surveillance

    1,200 Listeners

    The Option Block by The Options Insider Radio Network

    The Option Block

    15 Listeners

    The Advisors Option by The Options Insider Radio Network

    The Advisors Option

    3 Listeners

    Options Boot Camp by The Options Insider Radio Network

    Options Boot Camp

    171 Listeners

    Options Insider Special Events by The Options Insider Radio Network

    Options Insider Special Events

    2 Listeners

    Options Insider Radio Interviews by The Options Insider Radio Network

    Options Insider Radio Interviews

    7 Listeners

    The Options News Rundown by The Options Insider Radio Network

    The Options News Rundown

    4 Listeners

    OICs Wide World of Options by The Options Insider Radio Network

    OICs Wide World of Options

    18 Listeners

    Masters in Business by Bloomberg

    Masters in Business

    2,174 Listeners

    Options Playbook Radio by The Options Insider Radio Network

    Options Playbook Radio

    48 Listeners

    Top Traders Unplugged by Niels Kaastrup-Larsen

    Top Traders Unplugged

    582 Listeners

    Odd Lots by Bloomberg

    Odd Lots

    1,789 Listeners

    Macro Voices by Hedge Fund Manager Erik Townsend

    Macro Voices

    3,062 Listeners

    The Meb Faber Show - Better Investing by The Idea Farm

    The Meb Faber Show - Better Investing

    938 Listeners

    Alpha Exchange by Dean Curnutt

    Alpha Exchange

    84 Listeners

    The Market Huddle by Patrick Ceresna & Kevin Muir

    The Market Huddle

    363 Listeners

    The Crypto Rundown by The Options Insider Radio network

    The Crypto Rundown

    2 Listeners

    Excess Returns by Excess Returns

    Excess Returns

    66 Listeners

    RiskReversal Pod by RiskReversal Media

    RiskReversal Pod

    795 Listeners

    Forward Guidance by Blockworks

    Forward Guidance

    277 Listeners

    The Macro Trading Floor by Alfonso Peccatiello & Brent Donnelly

    The Macro Trading Floor

    214 Listeners

    Macro Mondays by Andreas Steno Larsen

    Macro Mondays

    26 Listeners

    The Futures Rundown by The Options Insider Radio Network

    The Futures Rundown

    0 Listeners

    Monetary Matters with Jack Farley by Jack Farley

    Monetary Matters with Jack Farley

    91 Listeners

    European Market Brief by Mark Longo

    European Market Brief

    0 Listeners