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.
- 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
Crystal Ball: Jared and Andrew guess vol