November 17, 2014

Volatility Views 136: Oil Volatility and VXST Volume

Listen Later

1 hour 3 minutes

Volatility Views 136: Oil Volatility and VXST Volume

Volatility Review: The week in vol

VIX Cash: VIX rallies - the market rallies has been a big story of this week. A lot of outlets have been jumping on the train.

VIX Options: 2.3/1 call/put

VXST: A decent week from a volume perspective. OI now at 10,244 (8,015 Calls/2,229 Puts)

Introducing the launch of Treasury VIX futures.

Crude Vol: XLE, Brent and WTI

Listener Mail: Listener questions and comments

Question from Timinc - Hello volatility views hosts. I appreciate your fine program although much of it exceeds my expertise. My question involves the Black-Scholes formula. I’m a student studying quantitative finance and we’re learning about this formula now. My professor stresses the value of this formula but is it still widely used in industry? Do I need to study Black-Scholes in order to get a derivatives quant or modeling job after I graduate?

Question from Alan Baxter - What is the best source for data on trading activity in the volatility swaps market?

Crystal Ball: Reckless, wild prognostication ensues. Jared flies solo in looking at the year ahead.

...more

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Volatility Views

By The Options Insider Radio Network

4.2

1717 ratings

November 17, 2014

Volatility Views 136: Oil Volatility and VXST Volume

Listen Later

1 hour 3 minutes

Volatility Views 136: Oil Volatility and VXST Volume

Volatility Review: The week in vol

VIX Cash: VIX rallies - the market rallies has been a big story of this week. A lot of outlets have been jumping on the train.

VIX Options: 2.3/1 call/put

VXST: A decent week from a volume perspective. OI now at 10,244 (8,015 Calls/2,229 Puts)

Introducing the launch of Treasury VIX futures.

Crude Vol: XLE, Brent and WTI

Listener Mail: Listener questions and comments

Question from Timinc - Hello volatility views hosts. I appreciate your fine program although much of it exceeds my expertise. My question involves the Black-Scholes formula. I’m a student studying quantitative finance and we’re learning about this formula now. My professor stresses the value of this formula but is it still widely used in industry? Do I need to study Black-Scholes in order to get a derivatives quant or modeling job after I graduate?

Question from Alan Baxter - What is the best source for data on trading activity in the volatility swaps market?

Crystal Ball: Reckless, wild prognostication ensues. Jared flies solo in looking at the year ahead.

...more

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