A webcast presentation originally held on September 21, 2016 by Russell Rhoads, CFA as part of the MTA's Educational Web Series.  In this review session, Russell discusses implied volatility and VIX as a measure of the market's expectations of volatility.

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Presenter(s)

Russell Rhoads, CFA

Russel RhoadsRussell Rhoads, CFA, is Director of Education for the CBOE Options Institute having joined CBOE as an instructor in 2009. His career before CBOE included positions at a variety of firms including Highland Capital Management, Caldwell & Orkin Investment Counsel, Balyasny.
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