Reminder, there will be a meetup this Thursday at 7 pm, ISE buiding at 60 Broad St., 26th floor New York, NY
From the event's description:
“It is no longer a VIX centric universe. Large banks are pushing vol products that are trying to capture the attention of options traders. Those products include VXX, VXZ, XXV, Volatility SKEW index, and others. How can we use them?”
Showing posts with label using SKEW. Show all posts
Showing posts with label using SKEW. Show all posts
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Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
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If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ... -
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VIX expiration day often coincides with particularly heavy trading activity in underlying SPX options. VIX settlement value, or VRO rarely m...
