Volatility Remains Low at the TD Ameritrade Network

By Jillian Baker

Where is the warning level?   The options market isn’t projecting any major sell offs at this point.  Volatility remains low with a 12 handle.  What does it mean when volatility is low and the VIX is at this level for ZEGA?  It means it is a good time to re-hedge.  See Jay discuss this subject with Oliver Renick on the TD Ameritrade Network.