May 29, 2018
Volatility Viewpoint: Today's guest is Tom Lee, Managing Director at Investment Strategy and Research at Parametric.
He discusses:
- What is Parametric?
- Who are their customers?
- What do they trade?
- Harvesting risk premium
- VIX: Is it rigged?
Volatility Review: A look back at the week from a volatility perspective
- VIX...
May 21, 2018
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash - 13.43, almost unchanged from last week.
- VVIX - 93
- VIX Options - ADV: 592k, VIX call/put: 2.7/1, Total 5.86m (4.26m Calls, 1.59m Puts)
- VXX - 34.87
Volatility Voicemail: Listener questions and comments
- Question from Trevor Salsman -...
May 14, 2018
Volatility Viewpoint: Today's special guest is Shelly Brown, EVP, MIAX
He discusses:
- SPIKES volatility index
- What is it?
- And more...
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash - 13.25
- VVIX – 93
- VXX - 36.50
- VIX Options - ADV: 671k, VIX call/put: 2.7/1, Total 8.31m (6.02m Calls,...
May 7, 2018
Originally Posted February 8th, 2016
Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX).
- VIX Options: Total 5.81m (3.93m Calls, 1.88m Puts)
- Earnings Volatility: LNKD after the bell: ATM straddle = $22, approx. 11.5%, after-hours...