

Volatility Views 594: Lessons Learned from a Wild Week
Aug 9, 2024
Mark Sebastian, an expert in volatility trading from Option Pit, joins Russell Rhoads, an academic at the Kelley School of Business, to unpack a week of wild market swings. They dive into the dramatic VIX cash surge hitting 65 and the savvy use of VIX calls by SVIX to navigate the chaos. The duo analyzes intriguing trading movements in various volatility products and discusses whether recent market events disrupted VIX options' top standings. They also share predictions for future VIX trends, offering insights for volatility traders.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Intro
00:00 • 5min
Navigating Market Volatility
04:44 • 10min
Analyzing Market Volatility and Yen Carry Trade Impacts
14:17 • 4min
Reflections on UVIX Trading Gains Amidst Market Volatility
18:12 • 2min
Navigating Market Volatility: The SVIX Strategy
20:13 • 8min
Navigating Market Volatility and Options Strategies
28:36 • 27min
Navigating Market Volatility and Community Engagement
55:54 • 2min