Keep up to date with every new upload!

Join free & follow Volatility Views
Share
  • 3 years ago
Volatility Views 165: Talking Volatility Research with Russell

Volatility Views 165: Talking Volatility Research with Russell

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.

Comments