Volatility Views 609: VIX Calls, SPX Puts and European Vol Rumblings

Nov 22, 2024

Guest

Noel Smith

Mark Sebastian, an options trader and volatility expert, joins Russell Rhoads, a professor specializing in derivatives, and Noel Smith, CIO at Convex Asset Management. They explore the latest trends in the US and European volatility markets, including exciting trading activities around VIX and SPX options. The trio debates the best hedging strategies, analyzes the impact of geopolitical tensions on market volatility, and predicts future movements in VIX and VSTOXX, all while sharing personal insights and market sentiment.

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Episode notes

Intro

00:00 • 2min

Exploring the Dynamics of Volatility Trading

02:29 • 2min

Navigating Volatility: Market Trends and Retail Insights

04:55 • 8min

Volatility Trends and Strategies in December

13:13 • 9min

International Volatility Review: Analyzing European Market Trends

22:21 • 2min

Navigating Volatility: VIX and Market Dynamics

24:28 • 22min

Navigating Volatility Trading Strategies

46:35 • 14min

Trading Insights: VIX and SPX Strategies

01:00:08 • 6min

On this episode Mark is joined by:

Mark Sebastian, The Option Pit
Russell Rhoads, Kelley School of Business - Indiana University
Noel Smith, Convex Asset Management

They discuss:

The latest in the volatility markets in the US
The international volatility market (VSTOXX)
Interesting trading activity and developments in VSTOXX, VIX, SVIX, UVIX, UVXY and VXX
Volatility skew in SPX and SPY
Is it better to "hedge" using SPX downside or VIX upside right now
Their Crystal Ball predictions for VIX and VSTOXX
and much more...

Brought to you by Eurex and Public.com

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