Volatility Views Episode 7: Venturing Into The Volatility Mailbag

Published: Aug. 17, 2011, 3:01 p.m.

Volatility Views Episode 7: Venturing Into The Volatility Mailbag

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Week In Review:\xa0 Market and IV both rally, crushing call spreads.\xa0 Euro vol has surprising pop, with May settlement significantly higher than March or April.
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Listener Mail:\xa0 Selling ITM Covered Calls To Capture Skew; What is the time frame for new VolX Products? Will there be realized volatility contracts on AAPL? SPY? Volatility cones for equities? Comments on Robert Engle interview.
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Crystal Ball:\xa0 Commodity selloff continues.\xa0 Volatility is priced like there might be an increase in realized vol. Volatility begets volatility. June Euro vol contract now available.