Oct 25, 2013
Volatility Views 93: Returning in Style
Volatility Viewpoint: Mark’s guest is Russell Rhoads, Senior Instructor, Options Institute. What does The Options Institute do? What is your opinion on the massive influx of retail traders into sophisticated institutional products like VIX options? What is your opinion on this new shorter-duration VIX products?
Volatility Review: Last-minute hedging activity in the broad indices ahead of the shutdown attributed to a short squeeze in volatility. Did the aggressive selling activity prior to the deadline a surprise to you? We are seeing some backwardation in the near-end of the VIX curve right now - a rare occurrence. How will weekly VIX change the marketplace?
Listener Mail: What do you want to know?
Crystal Ball: Dangerous roads ahead as we navigate the shutdown. Watch out for another short squeeze in volatility. Eventually premium has to erode - something has to give.