Volatility Review: It's been a rough week for the equity markets. With the weekend decay out, and the super committee's report due this week, is it time to buy or sell the VIX? Is leverage causing a rise in volatility? What's going on with the Euro FX VolContract, and what does realized volatility look like right now? What's the latest news on the Dec one-month VolContract?Volatility Viewpoints: Bob talks about the long-term future of volatility, the volatility of volatility, and how efficiency affects the market. Also, Bob discusses his initial thoughts of the article in Futures magazine written last week.Crystal Ball: With the VIX at 33, we need the market to move 2% per day to pay for VIX. Is that possible, or are we looking at a potential meltdown? If we see the VolContract fall anywhere below 13%, should we be looking to get long FX vol?
Volatility Views 30: Epithet Etymology
Volatility Review: Only four days into the new front month of December, we have a ton of volatility. Greece and Italy are leading the way, dictating how the market will trade day to day. Mark Sebastian's week in review. Is Europe ramping up or winding down? The trend of net unit buyers continues into today. Volatility Viewpoint: This segment was kicked off by an article in Futures Magazine, "Stock Market Trends and the Volatility Premium," by Marco Erling. We felt the article would be right up the alley of Volatility Views listeners. Mailbag/Crystal: Ball WHERE ARE WE ON THE EURO VOL CONE? I know the guys over at VolX are big fans of the vol cones. I'd like to know where the Euro VolContracts currently fall on the vol cones spectrum. It sounds like they would be a screaming sell at these levels. Am I correct, and do the hosts agree? Until the VIX proves it can hold 30 and lower, it may be a good time to hold premium — good for gamma scalping.
Volatility Views 30: Epithet Etymology
Volatility Review: Only four days into the new front month of December, we have a ton of volatility. Greece and Italy are leading the way, dictating how the market will trade day to day. Mark Sebastian's week in review. Is Europe ramping up or winding down? The trend of net unit buyers continues into today. Volatility Viewpoint: This segment was kicked off by an article in Futures Magazine, "Stock Market Trends and the Volatility Premium," by Marco Erling. We felt the article would be right up the alley of Volatility Views listeners. Mailbag/Crystal Ball: WHERE ARE WE ON THE EURO VOL CONE? I know the guys over at VolX are big fans of the vol cones. I'd like to know where the Euro VolContracts currently fall on the vol cones spectrum. It sounds like they would be a screaming sell at these levels. Am I correct, and do the hosts agree? Until the VIX proves it can hold 30 and lower, it may be a good time to hold premium — good for gamma scalping.
Volatility Views 29: Other Volatility Indices
Volatility Review: The VIX cash and the VIX, in general, have been on quite the roller coaster ride. With further concerns about Greece, and now Italy as well, the VIX bounced right back to the 32 level. Greece continues to set the Euro on fire. Don discusses the recent expiration of the front month November Euro VolContract. Volatility Viewpoint: Don discusses some of the hedging aspects of using VolContracts against options positions or equity portfolios, and some general logistical issues for listeners who are looking to add VolContracts into to their portfolio for the first time. Mailbag: Volatility on Other Indices. Hello Vol Views Crew: Love the show. Keep up the good work. My question concerns the viability of volatility products on indices other than the S&P. For whatever reason, none of those products have managed to attract volume or attention like the VIX, even when the ones that were created by the CBOE. To what do you attribute their failure? Is there something inherent to those indices to make them poor candidates for vol products, or is the S&P simply an ideal candidate for vol products? Thanks for your insight. Crystal Ball: With so much uncertainty coming out of Europe, how long will sentiment factor in vol remaining high? Can Euro volatility at 15% last for the rest of the month? Plus, Mark Sebastian's weekly outlook
Volatility Views 29: Other Volatility Indices
Volatility Review: The VIX cash and the VIX, in general, have been on quite the roller coaster ride. With further concerns about Greece, and now Italy as well, the VIX bounced right back to the 32 level. Greece continues to set the Euro on fire. Don discusses the recent expiration of the front month November Euro VolContract. Volatility Viewpoint: Don discusses some of the hedging aspects of using VolContracts against options positions or equity portfolios, and some general logistical issues for listeners who are looking to add VolContracts into to their portfolio for the first time. Mailbag: Volatility on Other Indices. Hello Vol Views Crew: Love the show. Keep up the good work. My question concerns the viability of volatility products on indices other than the S&P. For whatever reason, none of those products have managed to attract volume or attention like the VIX, even when the ones that were created by the CBOE. To what do you attribute their failure? Is there something inherent to those indices to make them poor candidates for vol products, or is the S&P simply an ideal candidate for vol products? Thanks for your insight. Crystal Ball: With so much uncertainty coming out of Europe, how long will sentiment factor in vol remaining high? Can Euro volatility at 15% last for the rest of the month? Plus, Mark Sebastian's weekly outlook
Volatility Views 28: Day-Trading VolContracts
Volatility Review: Mark Sebastian's week in review. Euro vol a roller coaster ride recently — two big moves during the first two and a half weeks pulled the one month Nov up and down.Volatility Viewpoint: Trading VolContracts intra-day, and some of the opportunities and mathematical applications inherent in this type of trading.Listener Mail: How Would You Update VIX?Crystal Ball: Euro vol outlook — will we move lower from here? Also, Mark Sebastian looks into his crystal ball.
Volatility Views 28: Day-Trading VolContracts
Volatility Review: Mark Sebastian's week in review. Euro vol a roller coaster ride recently — two big moves during the first two and a half weeks pulled the one month Nov up and down.Volatility Viewpoint: Trading VolContracts intra-day, and some of the opportunities and mathematical applications inherent in this type of trading.Listener Mail: How Would You Update VIX?Crystal Ball: Euro vol outlook — will we move lower from here? Also, Mark Sebastian looks into his crystal ball.
Volatility Views 27: Stealing the Mean
Volatility Review: A bit of a roller coaster ride with the S&P 500 and VIX — A general rally in the broad market and a resulting sell-off in the VIX going into this weekend. Don gives a review of the ever-unfolding and crazy world of Euro vol. Plus, Mark Sebastian's week in review. Volatility Viewpoint: A continuation of the discussion about skew, kurtosis, etc. Why don't we remove the mean in our volatility formula and why doing it this way is a better hedge for options traders. Listener Mailbag: Volatility Trading for Retail and new products.Crystal Ball: Mark Sebastian weighs in on the upcoming week. Also, an outlook of Euro vol for the remainder of October.
Volatility Views 27: Stealing the Mean
Volatility Review: A bit of a roller coaster ride with the S&P 500 and VIX — A general rally in the broad market and a resulting sell-off in the VIX going into this weekend. Don gives a review of the ever-unfolding and crazy world of Euro vol. Plus, Mark Sebastian's week in review. Volatility Viewpoint: A continuation of the discussion about skew, kurtosis, etc. Why don't we remove the mean in our volatility formula and why doing it this way is a better hedge for options traders. Listener Mailbag: Volatility Trading for Retail and new products.Crystal Ball: Mark Sebastian weighs in on the upcoming week. Also, an outlook of Euro vol for the remainder of October.
Volatility Views 26: Live from FIA Chicago
Taped live from the exhibit floor at FIA Chicago, the Volatility Views crew informs and entertains in a way that no one else can.
Volatility Views 26: Live from FIA Chicago
Taped live from the exhibit floor at FIA Chicago, the Volatility Views crew informs and entertains in a way that no one else can.
Volatility Views 25: Skewness and Kurtosis
Volatility Review: Metals and gold vol. Euro vol review: Don talks about the recommendations he had made to sell the Euro VolContracts a week ago Thursday, and where they settled this past Friday – a product rich in volatility. S&P, Nasdaq, and commodity vol review. Plus, Mark Sebastian's volatility review.Volatility Viewpoint: A quick primer on mean, median, standard deviation, skewness, and kurtosis of distributions. Plus, explaining negative market skewness, leptokurtic behavior of stock prices, etc. As always, we keep it easy to understand and non-intimidating.Mailbag: Captain Options asks, "Given the explosion of popularity in weekly options, I'm curious if Mark & Don think there is room for short-term realized volatility products. Would a weekly realized vol product even make sense at this point given the short time frame of the product? Can you generate a worthwhile calculation of volatility in such a short time frame?"Crystal Ball: S&P, Nasdaq, and commodity Vol outlook. Euro VolContracts outlook. What's coming up at VolX and Option Pit?

