The re-risking with the market being chased higher has crushed equity volatility while the skew in rates at the back of the curve is toward higher yields. In this edition of the All Options Considered podcast on volatility, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Nancy Davis, Founder of Quadratic Capital Management. Discussion points include key themes from the rates and equity volatility markets.

Find out more about Quadratic Capital Management here: http://www.ivoletf.com