Volatility Views 71: Condor Options Takes on Black Swans
Volatility Views 71: Condor Options Takes on Black Swans
Volatility Review: Near-term vol of vol has been extremely low of late.\xa0NASDAQ and S&P\xa0vol review: over the past two weeks vol has\xa0been almost unchanged. How has our frame of reference for vol changed?\xa0 \xa0
Volatility Viewpoint: Today's guest is Jared Woodard, the founder of Condor Options. He discusses his recent article about volatility and black swan events. What was the response from Taleb? A major bombshell is dropped. Plus, Jared also gives his take on volatility risk premium.\xa0
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Here is the link to the article on Condor Options' website.