Volatility Views Episode 10: Options Die A Little Every Day
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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?