Volatility Views 25: Skewness and Kurtosis
Volatility Review: Metals and gold vol. Euro vol review: Don talks about the recommendations he had made to sell the Euro VolContracts a week ago Thursday, and where they settled this past Friday - a product rich in volatility. S&P, Nasdaq, and commodity vol review. Plus, Mark Sebastian's volatility review.
Volatility Viewpoint: A quick primer on mean, median, standard deviation, skewness, and kurtosis of distributions. Plus, explaining negative market skewness, leptokurtic behavior of stock prices, etc. As always, we keep it easy to understand and non-intimidating.
Mailbag: Captain Options asks, "Given the explosion of popularity in weekly options, I'm curious if Mark & Don think there is room for short-term realized volatility products. Would a weekly realized vol product even make sense at this point given the short time frame of the product? Can you generate a worthwhile calculation of volatility in such a short time frame?"
Crystal Ball: S&P, Nasdaq, and commodity Vol outlook. Euro VolContracts outlook. What's coming up at VolX and Option Pit?
Don't forget that next Tuesday, October 11, is your opportunity to attend a live taping of Volatility Views. To receive your complimentary Exhibits Only pass, courtesy of VolX, The Volatility Exchange, please click here to register.
In addition to taping Volatility Views, please join the The Options Insider for other live radio shows.
Here's the schedule:
October 11
4 pm - The Option Block
5 pm - Volatility Views
October 12
1:30 pm - The Long & Short of Futures Options
All shows will be recorded on the FIA Main Stage in the exhibit hall.
About Mark S. Longo
Mark S. Longo is the founder of The Options Insider Inc. - a firm dedicated to providing free options information, education, news and analysis for options users. Whether it's on TheOptionsInsider.com, a leading online options destination; through Options Insider Radio, the world's only radio network for options users; or through a growing number of newsletters and live events, Mr. Longo continues to provide new ways to spread the word about options.Mr. Longo's analysis of the options market has appeared in a wide variety of domestic and international publications, including The Wall Street Journal, Financial Times, Reuters, Futures Magazine, and more. As one of the few industry commentators with practical options experience, he has developed a substantial following among industry veterans and newcomers looking for insight into this complex market.Mr. Longo began his career as an options trader on the floor of the Chicago Board Options Exchange.
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