
Dan Galai
@profdangalai
Prof. Dan Galai is Professor Emeritus of Finance and Business Administration at the Hebrew University, Jerusalem. Co-pioneered the #VIX.
ID: 1263515116424888321
https://eorm3.com/ 21-05-2020 17:01:09
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ืืืืงืจ ืฉื Orly Sade ื Dan Galai ื-The Hebrew University Business School ืขืืื ืืฉืืืื ืืื ืืฉื ืื ืืืชืื ืืืืืืืช ืคืื ื ืกืืืช. ืื ืฉืื ืืื ื ืืืืืื ืืืคืกืื ืืกืืืืื ืืืื ืืืชืืืฉื ืืื. ืืจืื ืืขืืืคืื ืื ืืืขืช, ืืืงืื ืืืชืืืื ืขื ืืืืืืืช ืืืืึพืืืืืช ืฉื ืืขืืื ืืคืื ื ืกื. ืืื ืื ืืฉืคืืข ืขื ืืืืืืช ืืฉืงืืขืื ืืืืืืืืช ืืืื ืืืืืืช ืฉืืื?


Two events that happened 50 years ago have shaped the modern financial markets we have today. An article (HEBREW) I co-authored with Menachem Brenner about the impact of the CBOE and Black & Scholes on our world today: iglob.es/?1001459426



In Hebrew, so hopefully Google Translate will help! Shaul Amsterdamski (Shaul Amsterdamski ๐ค๐ซถ) in ืืืืืืกื | Calcalist today writes about the history of the $VIX and its effect on todayโs markets (and Israel specifically): calcalist.co.il/magazine/articโฆ


unusual_whales The markets are now in the "unknown unknowns" zone. One indicator of the UU zone is VVIX (Vol of Vol) was 152 yesterday, highest in 6 months. Another indicator is the volume of Out of the Money(OTM) & Deep OTM Puts (e. g. Strike Price 480 & lower) for short maturities.