
Sign up to save your podcasts
Or


Volatility Views 59: A Deep Dive into Variance SwapsVolatility Review: VIX has certainly declined since the last show, with a pop happening only recently. NASDAQ vol rundown since last show. Apple's impact on the NASDAQ wasn't as big as expected. Volatility Viewpoint: Don goes over some of the math of variance swaps, including how they differ from vol swaps, variance and vega notional, convexity, and vol of vol.Listener Mail: Addressing Listener QuestionsVol Views Gang - Which will we hit first a VIX of 40 or 14? (Via Twitter from TEXASTEA)Why don't more brokerage firms allow you to quote options by vol levels instead of price/premium levels? You'd think this would be a very desirable feature, particularly to the type of educated clientele that listens to a show like Volatility Views. That's certainly a desirable clientele for a broker. I know I would certainly like that feature. Can you guys weigh in on this and hopefully help me spread the word for this feature among online brokerage firms. (On a side note - I can't wait for Volatility Views to get back to its regular schedule. I never thought I would be this excited for the end of summer.) (Via Facebook From Alex K., Tucson, AZ)Does the Volatility Views team feel that the new method for listing weeklies will lead to a reduced volatility of volatility in those products? Thank you very much for your fine program.(Via email from Alessandro Ropa, Barcelona, Spain) Crystal Ball: Looking ahead at the next month for VIX and NASDAQ Vol.
By The Options Insider Radio Network4.2
1717 ratings
Volatility Views 59: A Deep Dive into Variance SwapsVolatility Review: VIX has certainly declined since the last show, with a pop happening only recently. NASDAQ vol rundown since last show. Apple's impact on the NASDAQ wasn't as big as expected. Volatility Viewpoint: Don goes over some of the math of variance swaps, including how they differ from vol swaps, variance and vega notional, convexity, and vol of vol.Listener Mail: Addressing Listener QuestionsVol Views Gang - Which will we hit first a VIX of 40 or 14? (Via Twitter from TEXASTEA)Why don't more brokerage firms allow you to quote options by vol levels instead of price/premium levels? You'd think this would be a very desirable feature, particularly to the type of educated clientele that listens to a show like Volatility Views. That's certainly a desirable clientele for a broker. I know I would certainly like that feature. Can you guys weigh in on this and hopefully help me spread the word for this feature among online brokerage firms. (On a side note - I can't wait for Volatility Views to get back to its regular schedule. I never thought I would be this excited for the end of summer.) (Via Facebook From Alex K., Tucson, AZ)Does the Volatility Views team feel that the new method for listing weeklies will lead to a reduced volatility of volatility in those products? Thank you very much for your fine program.(Via email from Alessandro Ropa, Barcelona, Spain) Crystal Ball: Looking ahead at the next month for VIX and NASDAQ Vol.

1,352 Listeners

1,156 Listeners

178 Listeners

589 Listeners

2 Listeners

6 Listeners

16 Listeners

47 Listeners

3 Listeners

14 Listeners

4 Listeners

1,037 Listeners

229 Listeners

83 Listeners

2 Listeners

298 Listeners

1,568 Listeners

209 Listeners

805 Listeners

29 Listeners

80 Listeners

0 Listeners

0 Listeners