Volatility Views 41: Breaking Open the Volatility Mailbag

Published: Feb. 21, 2012, 5:45 p.m.


Volatility Views 41: Breaking Open the Volatility Mailbag
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Volatility Review: SPX/VIX review \u2014 some level disparities between the VIX cash and the VIX futures. Euro vol is in single-digit territory. Nasdaq VolContract preview.
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Listener Mail: Comment on the Great Volatility Skew Debate, Don's comments on volatility, and questions about Nasdaq VolContracts.
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Crystal Ball: How will the disparity between VIX cash and VIX futures unwind? Where will Euro vol go next?