Dec 14, 2015
Volatility Voicemail: It's time for listener questions
- Question from Pick6 - I am concerned about pin risk. I know
open interest is the primary indicator. But are there any other
tells besides OI for pin risk - perhaps implied volatility?
- Question from Charles M. - How has the dwindling number of
options specialists impacted volatility? I believe volatility has
increased as a result with days like 8/24 being glaring examples.
- Question from A. Melendez - Any updates on VSTOXX? Is it coming
to the U.S. anytime soon?
- Question from Zack06 - Can you recommend the definitive study
on VIX calls vs. S&P puts? Is there an ultimate winner?
- Question from AL33T - looking over the Voldex info recently and
I cannot figure it out. Why would I want to remove skew from VIX?
Is that not valuable trading info?
- Question from Avery - Why do you guys take such a dim view of
TVIX? Am I missing something?
- Question from Vin C. - What is the correct duration to purchase
VXX puts in my retirement account? I would like the best chance at
capturing the most erosion over time.
Crystal Ball: Fed still on the horizon in December.