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.