TIETOJA TÄSTÄ JAKSOSTA
VIX kept drifting lower even as the market swung through another eventful week. Mark Longo is joined by Russell Rhoads, Mark Sebastian and Brian Overby to examine the gap between current volatility and the risk priced into VIX futures.
The panel digs into heavy VIX call activity, unusual weekly options trades, the potential effect of midterm election options on VIX, and ways to structure a volatility trade when upside calls are expensive. They also revisit SVIX and UVIX, debate whether Treasury yields could become a bigger source of market stress, and make their VIX predictions for next week. Plus, Russell gives the editor a little extra censoring work.
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HAE EDELLISIÄ EPISODEJA
Hae kanavan Volatility Views vanhoja jaksoja.
MUITA jaksoja TÄSSÄ PODCASTISSA
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Volatility finally showed signs of life this week—but as traders have come to expect, the spike didn't last.
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Vastuuvapautusilmoitus: Tälle sivulle upotettu podcast ja kuvitus ovat peräisin The Options Insider Radio Network:ltä, joka on sen omistajan omaisuutta, eikä se ole sidoksissa Listen Notes, Inc:n tukemaan.
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