Volatility Views Volatility Views 178: The Primordial History of Volatility Skew
Oct 19, 2015
01:01:11
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash: Volatility erosion continues as VIX slips below 16 handle. VIX on a downside streak - sold off for nearly 10 straight days
- Zero Hedge back on the soapbox - Moral Hazard, "Supernormal" VIX Swings, And Why August 2015 Was Just An Appetizer
- VIX Weeklies: Another robust volume week.
- VIX Options: VIX Nov 25-30 Call spread papa buys about 7k. Paper "buys" 15K Nov 15 puts. Total 9.58m (6.23m Calls, 3.35m Puts)
- Crude Oil: OIV - 42.28, OVX - 41.99
Volatility Voicemail: Listeners have their say.
- Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.