Volatility Views 10: Options Die A Little Every Day
Volatility Review: Hit the bids and then hit the road? Significant fear uptick. Should VIX skew exist? Commodities adjustments set volatility running. Euro vol: simultaneous expiration of the June 1- and June 3-month VolContracts on Friday. When do remaining time frames open the door for arbitrage opportunities?
Strategy Session: If realized volatility is such a good way to capture and trade vol, what incentive is there to short a realized-vol product?
Mail Bag: What are Mark and Don’s views of trading vol going into earnings?
Crystal Ball: Super low realized vol for IBM. Euro vol expiration Friday. Will “sell in May and go away”” apply here as well?
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