Friday, November 18, 2011

Interview at OptionPundit

Earlier this week, OptionPundit published the transcript of a recent interview: Bill Luby Talks to OptionPundit.

The interview touches on a wide range of subject, but with an emphasis on the VIX and VIX-based ETPs, such as VXX, VXZ, XVIX. As always, VIX futures and the VIX futures term structure are a critical part of this discussion.

Related posts:

Disclosure(s): long VXZ and short VXX at time of writing

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