In episode 5 of Options Discovery, Alex Teng discusses options volatility, beginning with the basics of what is volatility? He talks about how to calculate historical volatility with a set period of historical data using excel or a spreadsheet calculator. He also explains the relationship between historical volatility and implied volatility, and interviews Professor Bob Whaley, who is the director of financial markets research at Vanderbilt University. Whaley is also well known for his work developing some of the most widely used volatility indexes, such as the CBOE VIX and the VXN.
Options Discovery Episode 20: Intro to Options and Earnings; Etoro Equity and Derivatives Investment Analyst, Callie Cox, Breaks Down Options and Earnings With Jln’s Alex Teng
In this episode of Options Discovery, Asma Awass introduces equity option price behavior around earnings announcements. Alex Teng dives deeper into this topic with Callie Cox, a seasoned investment analyst and content creator from the “social-based” brThinkorswimm eToro.
