Published: July 13, 2015, 8:36 p.m.
Volatility Viewpoint: The guest today is Scott Maidel, Derivatives Research, FTSE Russell Investments.
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He discusses:
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\n- His viewpoint on current volatility landscape
\n- VIX spot level - Did VIX cash perform as expected?
\n- What are volatility strategies?
\n- How to talk about volatility mechanics and characteristics with clients?
\n- Updates on current and pending Russell volatility products
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Volatility Review: A look back at the week from a volatility perspective
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\n- VIX Cash: Performance vs Market expectations.
\n- VVIX: Hovering around 115.
\n- VIX Options: Decent but not a strong volume week. Total 7.71m (5.89m Calls, 1.82m Puts)
\n- Crude Oil: Volatility creeping back into crude.
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Crystal Ball: Peering over the market precipice. Earnings season ahoy. Volatility prognostication.