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Volatility Views 99: Debunking BXM vs. PUT
\\nVolatility Viewpoint: Jason Ungar, volatility researcher, co-creator on the Put-Write index with the CBOE, financial advisor, and restaurant owner joins the gang to discuss the Put-Write index.\\xa0 They discuss:
\\nVolatility Review:\\xa0 VIX options are on fire lately, with an ADV of nearly 700k contracts recently. Still heavy interest in calls (2.4/1 calls to puts), but nowhere near as strong as it was a few weeks ago when it hit nearly 3 to 1. Realized vol is still beating implied vol, but the gap is closing.\\xa0 As with VIX, the bulk of open interest in RVX is in the calls.
\\nVolatility Voicemail: The vol experts will take your questions now
\\nQuestion from Mr. T Bill - I know the focus of your program is equity volatility, but I think there might be an audience for fixed income volatility as well. You could discuss the performance of implied vs realized across various treasury options and futures. You could even mix in some discussion of ETFs like TLT (March and April are both trading at an 11 implied vol - flat term structure - trading opportunity?) Any chance you might consider adding this to future shows? Thanks and I love the program. Glad its back on the air. My weeks just were not the same without Vol Views. Please give my best to Don. I hope he can come back on the program some day.\\xa0
\\nCrystal Ball:\\xa0 An outlook for VIX, RVX and other vol products/indices.\\xa0
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