Listen to Jay Pestrichelli’s New Podcast: What VIX Index Is, Implied Volatility, Options Probabilities and More
Show Summary:
Frequent 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”
Realized vs Implied Volatility March 2020
Why investors need a hedged equity strategy podcast
Jeremy Siegel talks inflation with Barry Ritholtz
Free Chapter from book, Broken Pie Chart
Book Jeremy Seigel Stocks for the Long Run
Derek Moore’s book Broken Pie Chart