Jul 27, 2015
Volatility Review: In this episode, we are joined by guest co-host Mark Shepherd, Derivatives Strategy Consultants.
- VIX Cash: VIX selloff finally over - VIX cash stabilized around the 13 handle this week.
- VIX Futures: New weeklies listed this week.
- VIX Options: Calls over puts: 2.9 / 1. Solid volume week - most days...
Jul 20, 2015
Volatility Review: Today's guest is Mike Thompson, Typhon Capital
- VIX Cash: An apocalyptic week for VIX - Largest 5-day drop in the product history.
- VVIX: 85.55 - Back at the low end of recent range.
- VIX Futures: Keeping an eye on the term structure. Weekly VIX Futures coming next week, finally!
- VIX Options: Calls over...
Jul 13, 2015
Volatility Viewpoint: The guest today is Scott Maidel, Derivatives Research, FTSE Russell Investments.
He discusses:
- His viewpoint on current volatility landscape
- VIX spot level - Did VIX cash perform as expected?
- What are volatility strategies?
- How to talk about volatility mechanics and characteristics with clients?