Volatility Views Episode 7: Venturing Into The Volatility Mailbag

17/08/2011 44 min
Volatility Views Episode 7: Venturing Into The Volatility Mailbag

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Episode Synopsis

Volatility Views Episode 7: Venturing Into The Volatility Mailbag
Week In Review:  Market and IV both rally, crushing call spreads.  Euro vol has surprising pop, with May settlement significantly higher than March or April. Listener Mail:  Selling ITM Covered Calls To Capture Skew; What is the time frame for new VolX Products? Will there be realized volatility contracts on AAPL? SPY? Volatility cones for equities? Comments on Robert Engle interview. Crystal Ball:  Commodity selloff continues.  Volatility is priced like there might be an increase in realized vol. Volatility begets volatility. June Euro vol contract now available.