Best line of the show was from Mark Sebastian “When there are more exchanges than market makers…”
Download Volatility Views 186: The Great Vol Skew Debate
Volatility Review: Welcome to the Post-Fed era.
- VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show.
- VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday.
- Oil: Who is the bear driving up the price of U.S. stock options?
Volatility Voicemail: Listener questions and comments
- Question from NJ42 – Where do you think the next big development will come from in volatility research or trading?
- Question from Alistair – Why are the volatility offerings effectively limited to the S&P 500? Why are there not any real offerings for commodity volatility? People active in those markets also want to hedge their volatility risk?
Crystal Ball: What is left after the Fed?