Volatility Views 165: Talking Volatility Research with Russell

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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  • His viewpoint on current volatility landscape
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  • VIX spot level - Did VIX cash perform as expected?
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  • What are volatility strategies?
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  • How to talk about volatility mechanics and characteristics with clients?
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  • 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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  • VIX Cash: Performance vs Market expectations.
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  • VVIX: Hovering around 115.
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  • VIX Options: Decent but not a strong volume week. Total 7.71m (5.89m Calls, 1.82m Puts)
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  • Crude Oil: Volatility creeping back into crude.
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Crystal Ball: Peering over the market precipice. Earnings season ahoy. Volatility prognostication.