What once emerged from the sea as primordial ooze has now become volatility skew.
Download Volatility Views 178: The Primordial History of Volatility Skew
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak – sold off for nearly 10 straight days.
- Zero Hedge back on the soapbox – Moral Hazard, “Supernormal” VIX Swings, And Why August 2015 Was Just An Appetizer
- VIX Weeklies: Another robust volume week.
- VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper ?buys? 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)
- Crude Oil: OIV – 42.28, OVX – 41.99
Volatility Voicemail: Listeners have their say.
- Question from Agave – Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.