Get the app
public
ios_share
Options Insider Radio Interviews
chevron_right
Options Insider Radio Interviews: Exploring the Irrelevant VIX with OptionMetrics
Nov 27, 2017
27:09
forum
Ask episode
play_arrow
Play
view_agenda
Chapters
auto_awesome
Transcript
info_circle
Episode notes
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
Options Insider Radio Interviews Options Insider Radio Interviews Options Insider Radio Interviews