What Options Markets Tell Us About Future Volatility

The video discusses futures trading and its implications for investors, particularly in the context of the presidential election. It examines the volatility curve and options market, highlighting the historical market movements on election days. The potential market impacts of a Clinton or Trump victory are analyzed, with a focus on the VIX and volatility products. The video concludes with an analysis of the VIX futures curve and its behavior.

How do inflows into long volatility products affect the volatility curve?

What challenges exist in tracking the VIX spot price with VIX ETNs?