Volatility Views 326: Getting Real about Volatility
Volatility Viewpoint: Featuring special guest Bob Krause of Demand Derivatives.
He discusses:
- What is Demand Derivatives?
- What happened to VolX?
- What's new from Demand Derivatives?
- Limited-risk futures contracts
- Taking a cue from Buffett
- Converting the skeptics
Volatility Review: A look back at the week from a volatility perspective
- VIX cash: 2.5 points lower than last show
- VIX range this week: 17.06 - 22.89
- VVIX 10 handles lower than last show
- VIX futures curve: super backward again
- Vol is expensive
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark: 17.65
- Andrew: 26.01
This week:
- Mark L.: 17.75
- Mark S.: 16.25