Options Insider Radio Interviews

Options Insider Radio Interviews: Exploring the Irrelevant VIX with OptionMetrics

Informações:

Sinopsis

In this episode, Mark is joined by David Hait, founder of OptionMetrics, LLC. They discuss: Is VIX irrelevant? The Pros and Cons of VIX, the Market's Fear Gauge Are the answers lurking in the VIX futures term structure? What would an ideal VIX look like? Single name volatility products? Skew analysis and volatility Findings and takeaways from ORC 2017 “The Risk Premium That Never Was: A Fair Value Explanation of the Volatility Spread” Thoughts on Bitcoin And more