Oct 31, 2016
Volatility Review: Today we have on Bill Luby of VIX and More fame.
Volatility Voicemail/Options #QuestionOfTheWeek
Is #Trumpocalypse done? Is $VIX already pricing...
Oct 24, 2016
VOLATILITY REVIEW
VIX Cash - 13.34
Russells paper link: https://www.lancaster.ac.uk/media/lancaster-university/content-assets/documents/lums/accounting--finance/Park-PriceDislocationandPriceDiscoveryintheSP500OptionsandV....pdf
VIX Options
Strong volume on Tues, 10/18: 780k, but light volume the rest of the week.
Total...
Oct 17, 2016
Volatility Review: VIX cash/futures finally connect: we've been wondering for the past few weeks whether VIX cash would rally to the future or the future would drop to the cash. We finally have our answer. Oh, and VXX is NOT VIX.
Volatility Voicemail: Listener questions and comments
Oct 10, 2016
Volatility Review featuring Mike Thompson, Portfolio Manager, Typhon Capital
What is up with VIX term structure? How is Typhon Capital working with this contango? Hint: reverse mullet, AKA Tellum.
Russell's Weekly Rundown
CBOE Holdings reports September 2016 trading volume: Total ADV Up 25% from August 2016, 3% from a...
Oct 3, 2016
Volatility Review: CBOE just concluded the Risk Management Conference in Europe. They will soon introduce the CBOE S&P 500 Smile Index. At the event, they released a new study of of four CBOE strategy performance benchmark indexes designed to track the performance of positions in Russell 2000 (RUT) index...