Might Correlation be the Key to Understanding VIX?
What sort of topics arise when two options market veterans sit down for a conversation? Volatility, correlation, bonds, and of course, 0DTE and Volmageddon. For the latest IBKR Podcast, Mandy Xu, VP and head of derivatives markets intelligence at Cboe, joins Steve Sosnick, chief strategist at IBKR, to discuss these topics and much, much more.
Useful Links:
VIX Definition: From VIX Index (cboe.com) : “The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500® Index (SPX℠)…
The skinny
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