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  • 2 years ago
Volatility Views 185: Volatility Question Extravaganza

Volatility Views 185: Volatility Question Extravaganza

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. Please discuss.
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 retir