Options Insider Radio Interviews: Exploring the Irrelevant VIX with OptionMetrics

Published: Nov. 27, 2017, 9:22 p.m.

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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
  • \\u201cThe Risk Premium That Never Was: A Fair Value Explanation of the Volatility Spread\\u201d
  • Thoughts on Bitcoin
  • And more

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