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Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex

Volatility Viewpoint: Today\u2019s guest is Scott Nations,\xa0president and chief investment officer NationsShares. NationsShares and ISE have partnered on a new volatility product \u2013 Voldex. He discusses:

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• Why is this methodology superior to the current VIX methodology?
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• How would Voldex have performed over this crazy week period compared to VIX?
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• Why do we need this product?
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• Does he expect traders to abandon VIX for this or instead using it as a spreading tool?
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• An overview of two new planned additional products, Skewdex and Taildex.
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Volatility Review

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• VIX Cash: Insane realized and implied volatility this week. Range: 14.05-19.38.
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• VIX Futures: VIX cash trading at a premium to all futures except April 2015.
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• VIX Options: Nearly 1 million contracts on Thursday.\xa0
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Crystal Ball: Jared and Andrew guess vol recklessly.