Jul 13, 2015
Volatility Viewpoint: The guest today is Scott Maidel, Derivatives Research, FTSE Russell Investments.
He discusses:
- His viewpoint on current volatility landscape
- VIX spot level - Did VIX cash perform as expected?
- What are volatility strategies?
- How to talk about volatility mechanics and characteristics with clients?
- Updates on current and pending Russell volatility products
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash: Performance vs Market expectations.
- VVIX: Hovering around 115.
- VIX Options: Decent but not a strong volume week. Total 7.71m (5.89m Calls, 1.82m Puts)
- Crude Oil: Volatility creeping back into crude.
Crystal Ball: Peering over the market precipice. Earnings season ahoy. Volatility prognostication.