Is the VIX irrelevant?
Download Options Insider Radio Interviews: Exploring the Irrelevant VIX with OptionMetrics
In this episode, Mark is joined by David Hait, founder of OptionMetrics, LLC.
They discuss:
- Is VIX irrelevant? The Pros and Cons of VIX, the Market’s Fear Gauge
- Are the answers lurking in the VIX futures term structure?
- What would an ideal VIX look like?
- Single name volatility products?
- Skew analysis and volatility
- Findings and takeaways from ORC 2017
- ?The Risk Premium That Never Was: A Fair Value Explanation of the Volatility Spread?
- Thoughts on Bitcoin
- And more