#Volatility in a vice: nothing is moving, but feeling the need to hedge.
Download This Week in Futures Options 46: Index Skew, Black Swans And More
This week we have special guest Andrew Giovinazzi. The gang discusses:
- S&P/E-Mini Skew
- Skew
- WTI
Futures Options Feedback: Listener questions and comments
- Question from ALV13 – What the heck makes crude sweet? Slightly off topic but its always bothered me.
- Question from Henry VII – How closely related are the fundamentals of ES and ES Mini options vs. SPY and SPX? Are the volatility, skews, OIs and the rest always very similar or do they sometimes trade as their own products?
- Question from Burton – Man these FO symbols are killing me. Z for Dec, etc. Why don?t they just start from A and go alphabetically through the months? I can never remember these things. Any tips for a new convert?