Volatility Views 326: Getting Real about Volatility

Volatility Viewpoint: Featuring special guest Bob Krause of Demand Derivatives.

He discusses:

• What is Demand Derivatives?
• What happened to VolX?
• What's new from Demand Derivatives?
• Limited-risk futures contracts
• Taking a cue from Buffett
• Converting the skeptics

Volatility Review: A look back at the week from a volatility perspective

• VIX cash: 2.5 points lower than last show
• VIX range this week: 17.06 - 22.89
• VVIX 10 handles lower than last show
• VIX futures curve: super backward again
• Vol is expensive

Crystal Ball: Wild and reckless prognostication

Last week:

• Mark: 17.65
• Andrew: 26.01

This week:

• Mark L.: 17.75
• Mark S.: 16.25