This Week in Futures Options 93: Inverse Volatility Craziness
Mar 05, 2018•1 hr 6 min
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Episode description
Topics this week include:
- Emini
- Energy/Oil
- Gold
- Bitcoin
- Winners: KC Wheat, Soybean Meal
- Losers: Lumber, Lean Hogs
Futures Options Feedback: Listeners have their say
- Comment from MJobain - Tell Erik he needs to do some research on bitcoin volatility.
- Comment from Luis J -Good show. Caught it on podcast. Checked out the VIX/Yield curve chart on CME website. I have to admit that looks like nonsense to me.
- Question from Scott Somer -Which products are closest to their 52 week highs in implied volatility?
- Question from Phil Bremer -Does Nick have any thoughts on the inverse volatility craziness?
- Comment from Patricky -Any more research notes for the show?
- Question from Revert -What's historical AVG for Nat Gas skew? Is it typically bid to the calls?
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