Jun 27, 2016
Volatility Review: Brexit, Brexit, Brexit!!!
Weekly Options Insider Poll - Do you think the UK will make a Brexit from the EU?
- Yah - 24%
- Nah - 43%
- I am sick of Brexit - 33%
- Volatility Voicemail: Listener questions and comments
Question from Tronghi: Detailed thoughts on VIX futures curve as of June 15. - Question from...
Jun 20, 2016
Volatility Viewpoint: Today we are joined by Jack Fonss, CEO of Accushares. He discusses:
- An overview of VXUP / VXDN
- What is the current affiliation Prof. Whaley has with Accushares?
- Recent changes and the thought process behind them.
Volatility Review: A look back at the week from a volatility perspective
VIX...
Jun 13, 2016
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash: High: 16.27 today. VIX remains somewhat muted heading into FOMC next week and Brexit the following week.
- VIX Futures: All-time record high OI for VIX Futures: 501,835 on June 7
- VVIX: Creeping back up toward the high of recent range....
Jun 6, 2016
Volatility Viewpoint: Today we are featuring Taylor Lukof, CEO of ABR Dynamic Funds.
ABR recently introduced their new "smart volatility" mutual fund: The ABR Dynamic Blend Equity and Volatility Fund (ABRVX).
- What is it?
- How does it work?
- What next for ABR?
Volatility Review: A look back at the week from a...