Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex

Published: Oct. 13, 2014, 6:38 p.m.

b'

Volatility Views 131: Breaking Down VolDex, SkewDex and TailDex

\\n

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:

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

\\xa0

\\n

Volatility Review

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

\\xa0

\\n

\\xa0

\\n

Crystal Ball: Jared and Andrew guess vol recklessly.

'