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implied volatility

2 statements across 2 episodes · 0 bullish · 0 bearish · 2 people on the record · first statement Feb 26, 2018 by Rick Selvala · across every show →

Everything said about implied volatility, oldest first

Feb 26, 2018
Assertion Supported
Selvala: Implied volatility spread over realized has averaged 3-4% since 1987
“And you can see it, you know, numerically by looking at the spread of implied volatility over realized volatility. And since the 87 crash, it's been pretty persistent in that, you know, three to four percent range.”
Rick Selvala Feb 26, 2018 ▶ 17:43 Rick Selvala - Harvesting Volatility (Capital Allocators, EP.41)
Jun 25, 2018 neutral
Insight
Central Bank Warnings on Low Volatility Signal Higher Market Correction Tolerance
“When central bankers privately and publicly tell you over and over again that we're trying to reactivate markets And when they go on and on about, oh, geez, implied volatility's too low, they're actually saying that our tolerance for some kind of market correc…”
James Aitken Jun 25, 2018 ▶ 1:07:35 James Aitken – Macro Strategist Extraordinaire (Capital Allocators, EP.58)
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