Volatility Views Episode 10: Options Die A Little Every Day
Volatility Views 10: Options Die A Little Every Day
Volatility Review:\xa0 Hit the bids and then hit the road?\xa0 Significant fear uptick.\xa0 Should VIX skew exist?\xa0 Commodities adjustments set volatility running.\xa0 Euro vol: simultaneous expiration of the June 1- and June 3-month VolContracts on Friday.\xa0 When do remaining time frames open the door for arbitrage opportunities?
Strategy Session:\xa0 If realized volatility is such a good way to capture and trade vol, what incentive is there to short a realized-vol product?
Mail Bag:\xa0 What are Mark and Don's views of trading vol going into earnings?
Crystal Ball:\xa0 Super low realized vol for IBM. Euro vol expiration Friday.\xa0 Will "sell in May and go away" apply here as well?