Podcasts Business Volatility Views Volatility Views 38: The Great Skew Debate

Volatility Views 38: The Great Skew Debate

Published: Jan. 30, 2012, 9:21 p.m.

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Volatility Views 38:\\xa0 The Great Skew Debate
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Volatility Review:\\xa0 What is going on with the VIX? How low can it go?\\xa0 Sebas sees VIX going to 16. Don gives a Euro VolContract update, noting the equity-like behavior (underlying increased, while vol dropped).\\xa0 Looking forward to the Nasdaq 100 VolContracts.

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Volatility Viewpoint:\\xa0 Mark, Mark, and Don discuss volatility and skew with John Bilson, Professor of Finance at the Illinois Institute of Technology\'s Stuart School of Finance.\\xa0 Professor Bilson also proposes two new types of contracts for the marketplace.

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Crytsal Ball:\\xa0 Right now, there are good opportunities to buy individual equity options because volatility is so low. Mark Sebastian uses AAPL as an example. The impact of the leverage effect.\\xa0 Don thinks that the vol levels on the Euro VolContracts look just about right.

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