Volatility Views 246: On the Bleeding Edge of Volatility at CBOE RMC

Published: March 13, 2017, 7:59 p.m.

Volatility Review: Vol Views is live from the 2017 RMC Conference in Dana Point, CA! Mark and Russell are joined by:

  • Bill Luby, VIX and More
  • Ilya Feygin, Managing Director, Wallachbeth

Themes from the event include:

  • Kelly criterion
  • How low VIX is
  • Buying options
  • Social media sentiment
  • Steepness of vol term structure
  • Sector movement
  • Weekend risk and the dampening of volatility
  • And more