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Volatility Views

Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.

Oct 13, 2014

Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex

Volatility Viewpoint: Today’s guest is Scott Nations, president and chief investment officer NationsShares. NationsShares and ISE have partnered on a new volatility product – Voldex. He discusses:

  • Why is this methodology superior to the current VIX methodology?
  • How would Voldex have performed over this crazy week period compared to VIX?
  • Why do we need this product?
  • Does he expect traders to abandon VIX for this or instead using it as a spreading tool?
  • An overview of two new planned additional products, Skewdex and Taildex.


Volatility Review

  • VIX Cash: Insane realized and implied volatility this week. Range: 14.05-19.38.
  • VIX Futures: VIX cash trading at a premium to all futures except April 2015.
  • VIX Options: Nearly 1 million contracts on Thursday. 



Crystal Ball: Jared and Andrew guess vol recklessly.