Volatility Views 15: Know Your Volatility
Volatility Views · The Options Insider Inc.
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Show Notes
Volatility Views 15: Know Your VolatilityVolatility Review: Vol gets demolished. Volatility modeling is not accurate. Range-bound volatility. Euro vol at expiration looking calmer than previous expirations.Volatility Viewpoint: Featuring Mike Cavanaugh from Know Your Options, Inc. The gang discusses the role of volatility in their collar strategies, the great VIX disconnect, self-directed trading, VolX products, and appropriate hedging techniques for different audiences.Crystal Ball: Earnings season. European debt woes. Uptick in vol for currencies, and overall volatility. Friday was the Euro VolContract expiration. August contract coming up. Euro vol abatement indicated by GARCH model.