Oct 29, 2012
Volatility
Views 68: The Dark Art of Futures Options
Volatility Review: NASDAQ vol and how it has been affected by
earnings. Implied risk premium. S&P vol.
Volatility Viewpoint: Today's guest is Jeff
Lewandowski from Foremost Trading. He discusses his transition from
CBOE to futures, as well as the odd shape of commodity volatility
skew, smile skew, and premium levels.
The Crystal Ball: NASDAQ vol going into the big
numbers tonight ahead of AAPL earnings. How will earnings affect
realized vol? All the big tech names are outperforming. Looking
ahead to S&P vol.