Jul 16, 2012
Best of
Volatility Views: Larry the Legend
In this episode, Mark, Don, and Mark Sebastian are joined by Larry
McMillan.
Volatility Viewpoints: Larry McMillan, recent
winner of The OIC's Sullivan Award, discusses how volatility
derivatives have changed the landscape of vol trading. Larry waxes
nostalgic on the days when there weren't puts on every stock. The
virtues of upside VIX calls versus SPX puts to hedge a
portfolio. Discussing the fine art of gamma scalping.