What VIX Index Is, Implied Volatility, Options Probabilities

28/06/2020 46 min Episodio 74
What VIX Index Is, Implied Volatility, Options Probabilities

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Episode Synopsis

Semi co-host Jay Pestrichelli joins the program to discuss all things VIX Index, what it measures, how stocks and markets each have their own volatility, and how implied volatility in the options market can determine probability of future moves.   What does the VIX Index represent? What is implied volatility in the options markets? What is the difference between implied volatility and historical or realized volatility in markets? How implied volatility helps calculate current market-based probabilities Jeremy Siegel now calling for some inflation Options pricing around stock earnings Reminiscing about CNBC after hours earnings options action appearances  Options speculation vs hedging     Mentioned  in  this  Episode:     Jay Pestrichelli' s book "Buy and Hedge" https://amzn.to/2UEk12c   Realized vs Implied Volatility March 2020 https://zegafinancial.com/blog/strategy-update-4-2-20   Why investors need a hedged equity strategy podcast https://podcasts.apple.com/us/podcast/why-investors-need-a-protective-hedged-equity-strategy/id1432836154?i=1000418366567   Jeremy Siegel talks inflation with Barry Ritholtz https://podcasts.apple.com/us/podcast/jeremy-siegel-on-the-stock-market-under-covid-19-podcast/id730188152?i=1000478723627   Free Chapter from my book Broken Pie Chart https://www.book2look.com/book/YcqUhbCrtN   Book Jeremy Seigel Stocks for the Long Run https://amzn.to/3el67tO   Derek Moore's book Broken Pie Chart https://www.amazon.com/Broken-Pie-Chart-Investment-Portfolio/dp/1787435547/ref=sr_1_1?keywords=broken+pie+chart&qid=1558722226&s=books&sr=1-1-catcorr   Contact Derek www.razorwealth.com

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