Volatility Views
Volatility Views 59: A Deep Dive into Variance Swaps
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:03:21
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Sinopsis
Volatility Views 59: A Deep Dive into Variance SwapsVolatility Review: VIX has certainly declined since the last show, with a pop happening only recently. NASDAQ vol rundown since last show. Apple's impact on the NASDAQ wasn't as big as expected. Volatility Viewpoint: Don goes over some of the math of variance swaps, including how they differ from vol swaps, variance and vega notional, convexity, and vol of vol.Listener Mail: Addressing Listener QuestionsVol Views Gang - Which will we hit first a VIX of 40 or 14? (Via Twitter from TEXASTEA)Why don't more brokerage firms allow you to quote options by vol levels instead of price/premium levels? You'd think this would be a very desirable feature, particularly to the type of educated clientele that listens to a show like Volatility Views. That's certainly a desirable clientele for a broker. I know I would certainly like that feature. Can you guys weigh in on this and hopefully help me spread the word for this feature among online brokerage firms. (On a side not