![Volatility Views artwork](https://is3-ssl.mzstatic.com/image/thumb/Podcasts123/v4/78/44/5f/78445f19-9330-da48-688e-d5e17dd766df/mza_393768350915437602.jpg/100x100bb.jpg)
Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX
Volatility Views
English - January 17, 2012 20:14 - 52 minutes - 35.8 MB - ★★★★ - 15 ratingsInvesting Business option options vix insider skew trading volatility volcontracts volx Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Volatility Views 35: Aggressively Selling Volatility in the New Year
Next Episode: Volatility Views 37: Volatility: How Low Can It Go?
Volatility Views 36: The VIX vs. Black Swan: Analyzing Tail Risk in the VIX
Volatility Review: Another interesting week in general volatility. Although predicted to settle around the new mean of 23-25, VIX is down to 19. Where will it go next? CBOE has finally put out an adjustment to their settlement process. Euro VolContract review.
Volatility Viewpoint: This week's guest, Nikunj Kapadia from UMass, sits down with Mark and Bob to discuss Black Swans, volatility pricing, tail risk, and buy-writes.
Crystal Ball: VIX may be headed towards 19 from heavy pressure on VIX Jan and Feb futures. Could we really see an explosion to the upside? Big news at VolX!