Podcasts Business Volatility Views Volatility Views 112: How Low Will It Go?

Volatility Views 112: How Low Will It Go?

Published: May 20, 2014, 2:23 p.m.

b'

Volatility Views 112: How Low Will It Go?

\\n

Volatility Review: VIX cash broke the 12 handle - drifted to a low of 11.68. Is the VIX in a deep sleep? Or has it permanently changed? Is low volatility here to stay? India VIX slumps post-election.

\\n

Volatility Voicemail: What do you want to know?

\\n

\\xa0

\\n
    \\n
  • Question from CNans - Gamma vs. Vega scalping - You have discussed gamma scalping on early episodes, as a way to pay for long volatility positions. Is it not also possible to scalp vega by legging into spreads intraday? Or is scalping a particular activity linked to gamma trading? Would it be possible to do a show entirely devoted to listener questions? That is my favorite part of the program because I always learn so much from your answers.
    • \\n
  • Comment from Sly @sportsmentalist: Hey Mark, really enjoyed the Vol views episode with Sinclair. You should do more quant oriented episodes
    • \\n
'