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Home > Volatility Views > Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex
Podcast: Volatility Views
Episode:

Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex
Category: Business
Duration: 01:03:48
Publish Date: 2014-10-13 13:38:02
Description:

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.
Total Play: 0

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