Volatility Views 13: VIX and More

Published: Aug. 17, 2011, 9:01 p.m.

Volatility Views 13: VIX and More

Volatility Review:\xa0 Mark, Don, and special guest Bill Luby talk about the roller coaster week of volatility and if premium sellers were artificially keeping the VIX down.\xa0 They also explore whether the VIX has underperformed given recent market conditions, as well as whether the product should even be promoted as a hedging tool. Euro vol update with an inversion occurring on Wednesday.

Volatility Viewpoint:\xa0 Are VIX futures irrelevant? Inherent differences between realized and implied volatility. VIX as a hedge.\xa0 VIX futures discussion 2.0: the other side of the coin.\xa0 VIX changes wish list.

Crystal Ball:\xa0 Europe situation making predictions cloudy.\xa0 Bill's looking for a binary market.\xa0 Euro VolContract prognostications.

Listener Mail:\xa0 Excel questions lead to religious discussion.