Trading Volatility (VIX) Derivatives, ETFs, and ETNs



Trading Volatility (VIX) Derivatives, ETFs, and ETNs Presented by Larry McMillan, President of McMillan Analysis Corporation Since volatility futures were first listed in 2004, there has been a whole new class of derivatives available to traders. However, these volatility derivatives behave in a manner different from what most traders are familiar with. In this seminar, we'll look at the basics of VIX futures and options trading, including how to properly price the options and compute deltas, etc. Volatility ETNs and ETFs were first traded in 2009 and have become quite popular as well. We'll look at the major ones and give you some insights as to what they can and cannot do in terms of volatility protection. We'll also show how to create spread strategies between the products when the environment is right. Find out how to use volatility derivatives in your options trading, including how to properly price the options.

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