08 June 2017 at 7:48 GMT
For decades, option traders have been developing methods of benefitting from the consistent overpricing of implied volatility relative to realized volatility. Russell Rhoads, CFA from the CBOE Options Institute, will introduce how volatility derivatives such as VIX options and related exchange traded products based on VIX may be used to profit from this overpricing.
Host: Saxo Bank Product Manager for Futures and Listed Options Georgio Stoev.
See the webinar calendar and archive here