Volatility Views 161: The Great Volatility Skewpalooza

Published: June 8, 2015, 5:39 p.m.

Volatility Review: An action packed week on the market - shrugging off the non-farms.

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  • VIX Cash: Major indexes selling off over 1% Thursday.
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  • VIX Options: A big call stupid going up in June/July 20s.
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  • VXUP/VXDN: VXDN not catching fire like the VXUP
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  • Crude Oil: OIV & OVX
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  • IMF: The Mark-Jared bets continues.
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Volatility Voicemail: Listener questions and comments

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  • Skew: What is it? Should it exist? Why does it exist?
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Around the Block: Summer VIX is back in season.