Volatility Review: Volatility contracts have calmed a little – a surprise given what the recent history for the previous contracts has been. A rundown of the weekly VIX, Euro VolContracts, and the equity markets. Plus Mark Sebastian gives his volatility review. Volatility Viewpoints: Special guest Euan Sinclair author of several books including "Option Trading" and "Volatility Trading," and risk manager at Bluefin Trading, discusses measuring volatility. Euan's concept of the barrier method or first-exit-time method vs. the standard close-to-close method. The Crystal Ball: An outlook on the Euro Vol. Also Mark Sebastian looks into the crystal ball for the coming week.
Volatility Views 18: The Chicago Way
Mark and Don are joined by Dan Keegan from the Chicago School of Trading for a spirited discussion of volatility and volatility trading.
Volatility Views 18: The Chicago Way
Mark and Don are joined by Dan Keegan from the Chicago School of Trading for a spirited discussion of volatility and volatility trading.
Volatility Views 17: Busting Volatility Skew Myths
Busting Skew Myths!!!! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.
Volatility Views 17: Busting Volatility Skew Myths
Busting Skew Myths!!!! Does the Lottery Effect actually exist? Do flaws in the Black-Scholes model create skew? Were options traders prior to 1987 completely insane? Also, an exploration of the fundamental and psychological causes of Equity/Investment skew.
Volatility Views 16: Risk Premium
Mark, Don and Mark Sebastian discuss a crazy week in volatility, where volatility might be heading, and answer listener questions.
Volatility Views 16: Risk Premium
Mark, Don and Mark Sebastian discuss a crazy week in volatility, where volatility might be heading, and answer listener questions.
Volatility Views 15: Know Your Volatility
Mark and Don talk to Mike Cavanaugh, President of Know Your Options, Inc., about collar strategies, the VIX disconnect, self-directed trading, and more.
Volatility Views 15: Know Your Volatility
Mark and Don talk to Mike Cavanaugh, President of Know Your Options, Inc., about collar strategies, the VIX disconnect, self-directed trading, and more.
Volatility Views 14: The Unknown World of Volatility Technical Analysis
In this episode, Mark and Don interview Kirk Northington, author of Volatility-Based Technical Analysis, to discuss uncommon ways to assess market volatility. Also included: Euro VolContract updates, hypotheses on the long weekend, and more.
Volatility Views 14: The Unknown World of Volatility Technical Analysis
In this episode, Mark and Don interview Kirk Northington, author of Volatility-Based Technical Analysis, to discuss uncommon ways to assess market volatility. Also included: Euro VolContract updates, hypotheses on the long weekend, and more.
Volatility Views 13: VIX and More
In this episode, Mark and Don chat with Bill Luby, creator of the popular website VIX and More. They discuss the roller coaster volatility of late, whether the VIX has underperformed given current market conditions, whether VIX futures are essentially irrelevant, whether VIX should be marketed as a hedging tool, the inherent differences between implied and realized volatility, Euro vol updates, and much more…

