Futures Options: Exploring Post-Election Volatility episode artwork

EPISODE · Dec 1, 2016 · 50 MIN

Futures Options: Exploring Post-Election Volatility

from The Long & Short of Futures Options

In this episode, we feature Blu Putnam, Chief Economist, CME Group. He discusses: Looking back at pre- and post-election volatility environments: A Tale of Two Volatility Regimes. Was the ferocity of the selloff in the overnight session surprising? Were there any interesting quirks or trends in CME options and futures volume that day/night? An overview for volatility going forward Nine Challenges Facing Markets Post-U.S. Election Listener Mail: Listener questions and comments Options#QuestionOfTheWeek: Commodities are capturing a lot of attention and generating a lot of volatility. What's your option of choice? $GLD / Comex Gold $USO / $WTI $TLT / ED / 10YR EUR/USD, GPB/USD Question from Alan McKay: I am starting my undergrad next year and I am thinking about majoring in economics with a concentration in derivatives. Any suggestions for programs? Question from Invern3ss: I have a theory regarding why WTI Weekly options don't trade as much as the monthlies. Could it be because the vast majority of customers are using the product to hedge existing long positions by purchasing puts. So a weekly would not be suited to their needs since it would just waste too much money through decay. Thanks for your great network. Please keep the shows coming. I'm a proud listener, newsletter subscriber, website reader and app user.

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