34 min listen
This Week in Futures Options 139: Shifting and Sliding Around the Volatility Skew
This Week in Futures Options 139: Shifting and Sliding Around the Volatility Skew
ratings:
Length:
58 minutes
Released:
Feb 15, 2019
Format:
Podcast episode
Description
Topics this week include: Crude Oil Metals/Gold Ags/Hogs FUTURES OPTIONS FEEDBACK Question from Caesar L. - Why is palladium catching such a bid? Worth more than gold again? Question from Model X - Ask the Russell guy which of the Russell products puts up the most contracts? Also when’s the move/shift stuff coming? Question from Studio64 - Why don’t we see more flavors of equity volatility? There’s VIX and then there’s Eurostoxx and that’s pretty much it. There was talk of more on the horizon but nothing has come of it yet? I’d like more underlying indices other than S&P and more methodology than just the base VIX methodology (maybe some sort of skew product). Thoughts? Question from Brandon Elliot - Have any good rules of thumb when trading the term structure in seasonal products like corn? Maybe a point when the spreads are just too wide or narrow and need to be traded? What’s typical holding period for these trades? Longer than a month? Thx for answering.
Released:
Feb 15, 2019
Format:
Podcast episode
Titles in the series (100)
This Week in Futures Options 28: Oil Drop, Gold Rally and FX Volatility: This week your TWIFO hosts discuss: Crude Oil/WTI Gold Futures Options Feedback: Listener questions and comments Question from Bobby - I have noticed moved in the currencies lately. Is this increased volatility good for premium sellers in currency... by This Week in Futures Options