Volatility Views 15: Know Your Volatility
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Volatility Review: Vol gets demolished. Volatility modeling is not accurate. Range-bound volatility. Euro vol at expiration looking calmer than previous expirations.
Volatility Viewpoint: Featuring Mike Cavanaugh from Know Your Options, Inc. The gang discusses the role of volatility in their collar strategies, the great VIX disconnect, self-directed trading, VolX products, and appropriate hedging techniques for different audiences.
Crystal Ball: Earnings season. European debt woes. Uptick in vol for currencies, and overall volatility. Friday was the Euro VolContract expiration. August contract coming up. Euro vol abatement indicated by GARCH model.
Items of interest:
- Mark Sebastian will be presenting a webinar sponsored by the Volatility Exchange, CME Group, and Price Futures this Tuesday, July 12 at 12:00 CT. He’ll be speaking on understanding and trading currency volatility. For more information, or to register, please visit the VolX website.
- There will be a new charting application on the VolX website coming soon. Check the Data section of the VolX website for the release.
- The Volatility Tables that Don discussed and for which the Volatility Institute provides forecast volatilities can be found here.
- Fore more information about Know Your Options, Inc., including how you could receive a free, 18-minute portfolio review, please check out the KnowYourOptionsInc.com website.
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