Tune into this OIC Wide World of Options episode as host Mark Benzaquen welcomes OIC instructor Mat Cashman to discuss implied volatility and various ways the market prices individual options.
Is Skew Cheap Or Expensive?
So, how do you know if skew is cheap or expensive?
Top 5 Volatility Views Episodes of 2017
TOP 5 VOLATILITY VIEWS EPISODES OF 2017 #5 - Volatility Views 247: 25 Is the New 30 in VIX RELEASE DATE: 3/20/2017 A surprising spike in the CBOE Skew Index, $VIX cash eroding to 11 and a change in the $VIX "breaking point" from 30 to 25 are among the topics on the...
Volatility Trading Digest – Skew Update
As year-end approaches with the major large capitalization indexes nervously near all time highs, we thought an update of current market skew condition could be useful.
Volatility Trading Digest – Seasonal Review
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – VIX Review
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Market Review
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Volatility Trading Digest – Market Review
We will start today with a few comments along with our updated indicators and some thoughts about what to watch for this week to determine if the major indexes will soon be making new highs once again.
Volatility Views 130: Talking Volatility Skew
In which the all stars put out the call for dynamic SKEW updates.
CBOE SKEW Index- October 6
Let’s take a look at the CBOE SKEW index for Monday, October 6, 2014
Volatility Trading Digest – Breadth Notice
Trade selection using volatility as the primary criteria. Different trades for different volatility opportunities.
Interest Rate Jitters
Recently concern about rising interest rates intensified after the European Central Bank announcement surprised investors.