Best of Volatility Views: Larry the Legend
Volatility Views · The Options Insider Inc.
July 16, 201220m 50s
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Show Notes
Best of Volatility Views: Larry the LegendIn this episode, Mark, Don, and Mark Sebastian are joined by Larry McMillan.Volatility Viewpoints: Larry McMillan, recent winner of The OIC's Sullivan Award, discusses how volatility derivatives have changed the landscape of vol trading. Larry waxes nostalgic on the days when there weren't puts on every stock. The virtues of upside VIX calls versus SPX puts to hedge a portfolio. Discussing the fine art of gamma scalping.