Volatility Views Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex
Oct 13, 2014
01:03:48
Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex
Volatility Viewpoint: Today’s guest is Scott Nations, president and chief investment officer NationsShares. NationsShares and ISE have partnered on a new volatility product – Voldex. He discusses:
- Why is this methodology superior to the current VIX methodology?
- How would Voldex have performed over this crazy week period compared to VIX?
- Why do we need this product?
- Does he expect traders to abandon VIX for this or instead using it as a spreading tool?
- An overview of two new planned additional products, Skewdex and Taildex.
Volatility Review
- VIX Cash: Insane realized and implied volatility this week. Range: 14.05-19.38.
- VIX Futures: VIX cash trading at a premium to all futures except April 2015.
- VIX Options: Nearly 1 million contracts on Thursday.
Crystal Ball: Jared and Andrew guess vol recklessly.