Podcasts Business Volatility Views Volatility Views 186: The Great Vol Skew Debate

Volatility Views 186: The Great Vol Skew Debate

Published: Dec. 21, 2015, 9:15 p.m.

Volatility Review: Welcome to the Post-Fed era.

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  • VIX Cash: Around 18.94. A brief flirtation with 27 last week. No one predicted a move into the mid-20s on our previous show.
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  • VIX Options: Heavy volume early this week. 1.2M Monday, 860K Tuesday.
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  • Oil: Who is the bear driving up the price of U.S. stock options?
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Volatility Voicemail: Listener questions and comments

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  • Question from NJ42 - Where do you think the next big development will come from in volatility research or trading?
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  • Question from Alistair - Why are the volatility offerings effectively limited to the S&P 500? Why are there not any real offerings for commodity volatility? People active in those markets also want to hedge their volatility risk?
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Crystal Ball: What is left after the Fed?