Best line of the show was from Mark Sebastian “When there are more exchanges than market makers…”
Volatility Views 186: The Great Vol Skew Debate
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Volatility Views 185: Volatility Question Extravaganza
In which listeners get their volatility questions answered
Volatility Views 184: Shadow Gamma and VIX Moral Hazards
Volatility and the Allegory of the Prisoner’s Dilemma, RMC Asia, VIX, and more.
Volatility Views 183: A Disturbance in the VIX Force
Do you sense a disturbance in the force? The VIX Force?
Volatility Views 182: The Yellen Finger Premium
It’s a will-they / won’t they game of cat and mouse over at the Fed.
Volatility Views 181: Earnings Strangles & Volatility Failures
In which we discuss earnings, VIX & more with guest appearances by Mark Sebastian, Russell Rhoads, and Kevin Nichols.
Volatility Views 180: Busting VIX Meltdown Myths
Every other week there is a meltdown or implosion. What’s the deal?
Volatility Views 179: The Great Skew Implosion
For the second week in a row, we’re talking Skew. Prone to hyperbole, if it’s not paloozing, it’s imploding.
Volatility Views 178: The Primordial History of Volatility Skew
What once emerged from the sea as primordial ooze has now become volatility skew.
Volatility Views 177: VIX Weeklies Launch with a Bang
There is already a whale in VIX weekies!
Volatility Views 176: Backward No More
Meeting, and sometimes exceeding, your daily quotient of volatility and umbrage.
Volatility Views 175: Blast from the VIX Past
In which everyone wants tchotchkes.