Volatility Views 15: Know Your Volatility
Volatility Views 15: Know Your Volatility
Volatility Review:\xa0 Vol gets demolished. Volatility modeling is not accurate. Range-bound volatility.\xa0 Euro vol at expiration looking calmer than previous expirations.
Volatility Viewpoint: Featuring Mike Cavanaugh from Know Your Options, Inc.\xa0 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:\xa0 Earnings season.\xa0 European debt woes. Uptick in vol for currencies, and overall volatility.\xa0 Friday was the Euro VolContract expiration.\xa0 August contract coming up.\xa0 Euro vol abatement indicated by GARCH model.