Volatility Views
Volatility Views 165: Talking Volatility Research with Russell
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:59:43
- Mas informaciones
Informações:
Sinopsis
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.