SPY and Bitcoin Volatility Indexes in Derivatives Trading
Summary
This podcast introduction describes a discussion with T3 Index founder Simon Ho about volatility indexes, options trading, and building an index business. It identifies Spike as an index derived from SPY options that competes with the Cboe VIX, and mentions T3’s Bitcoin volatility index, BitVol. These examples illustrate how options prices can underpin volatility measures for equity and crypto markets.
The page gives no index construction details, calculation method, performance evidence, or discussion of how a trader might use either measure. It is an episode overview rather than a technical guide, so readers seeking implementation or evaluation methods will need more information from the episode itself.
Key ideas
- Spike is described as a volatility index derived from SPY options.
- The episode introduces T3 Index and its founder’s options trading background.
- BitVol is identified as T3’s Bitcoin volatility index.
- The page does not explain index calculation or provide trading evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.