Volatility Review: VIX options were absolutely crushed this week. Apple after earnings and its effect on NASDAQ vol. Don and Sebastian weigh in on VVIX.Volatility Viewpoint: Volatility Views welcomes back Euan Sinclair, author and risk manager at Bluefin Trading, to discuss risk management and his work on the barrier (or first time) method for calculating volatility. Euan gives a quick sneak preview of the updates to his book. The group also discusses Euan's opinion on vol of vol, and if the universe of ETPs has dramatically affected the vol of vol.Crystal Ball: Sebastian is looking at a 14-handle in the VIX and observed that S&P realized volatility was already in the 14s and would probably maintain those levels. Now that Apple's earnings are out of the way, what to look for in the NASDAQ? Getting close to the summer doldrums.

Volatility Review: NASDAQ (aka Apple+) is starting to see a rise in realized volatility, as had been anticipated. VIX looks like it is settling back into a range, so we will have to see if it holds where it is or moves yet again. We seem to be in flux; there's no real trend here. Listener Mail: The panel answers your questionsCrystal Ball: NASDAQ volatility at nearly historic lows, which Don predicts will rise over the short term. However, he did not say "buy 'em." Remember his motto re options: "Sell, or don't sell." Sebastian discusses shocking bond movement, earnings season, and Apple.

Volatility Review: NASDAQ (aka Apple+) is starting to see a rise in realized volatility, as had been anticipated. VIX looks like it is settling back into a range, so we will have to see if it holds where it is or moves yet again. We seem to be in flux; there's no real trend here. Listener Mail: The panel answers your questionsCrystal Ball: NASDAQ volatility at nearly historic lows, which Don predicts will rise over the short term. However, he did not say "buy 'em." Remember his motto re options: "Sell, or don't sell." Sebastian discusses shocking bond movement, earnings season, and Apple.

Volatility Review: It's funny how it didn't take long for our prediction of a range-bound VIX to be proven wrong! The VVIX has been high. Is a tradable VIX of VIX in the works? What have the NASDAQ and SPX vol of vol six-month averages been? One-year? Don gives some remarkable numbers. Apple on the move downwards; some are eager to buy Apple at 600. NASDAQ vol cones, like most volatility readings, are at historical lows. Volatility Viewpoint: Today's guests, Thomas Thorsen and Emil Stamp, are the authors of the master's thesis, "Pricing of Variance and Volatility Swaps in a Stochastic Volatility and Jump Framework." The gang discusses pricing models of OTC variance swaps, the different models the authors created, and the accuracy of the models for both forecasting realized volatility, as well as pricing of variance swaps and GARCH models in real-world applications.Crystal Ball: Are you still shorting the VIX? Are higher levels forecasted for the future? Perception versus reality.

Volatility Review: It's funny how it didn't take long for our prediction of a range-bound VIX to be proven wrong! The VVIX has been high. Is a tradable VIX of VIX in the works? What have the NASDAQ and SPX vol of vol six-month averages been? One-year? Don gives some remarkable numbers. Apple on the move downwards; some are eager to buy Apple at 600. NASDAQ vol cones, like most volatility readings, are at historical lows. Volatility Viewpoint: Today's guests, Thomas Thorsen and Emil Stamp, are the authors of the master's thesis, "Pricing of Variance and Volatility Swaps in a Stochastic Volatility and Jump Framework." The gang discusses pricing models of OTC variance swaps, the different models the authors created, and the accuracy of the models for both forecasting realized volatility, as well as pricing of variance swaps and GARCH models in real-world applications.Crystal Ball: Are you still shorting the VIX? Are higher levels forecasted for the future? Perception versus reality.