Sep 15, 2015
Volatility Review: A look back on the week
from a volatility perspective, which includes:
- VIX Cash
- VIX Options
- And the Fed
Volatility Voicemail: In which listeners have
- Question from Mr. Rose - On 8/21/15, S&P
lost 3.19% and VIX is up 8.89 points. Following Tuesday S&P
down 2.96%, VIX up only up 2.38 points. Next Wednesday S&P
up1.83%, VIX drops 5.31 points. Please explain.
- Question from Confused - Hey, is there an
overwhelming biased to trading calls in the VIX? Why? What about
VIX puts, does anyone trade them?
- Question from Jacob - What are some examples
of basic volatility arb strategies? Thanks for the program.
Crystal Ball: Wild and reckless prognostication