

Volatility Views 379: Algo Action and Futures Fun
Dec 9, 2019
01:01:08
Volatility Views 379: Algo Action and Futures Fun
- HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
- CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT
- MIAX HOT SEAT GUEST: SIMON HO, CEO, T3 INDEX
- MIAX HOT SEAT GUEST: SHELLY BROWN, EXECUTIVE VP, MIAX
VOLATILITY REVIEW SEGMENT
- MARKETS GETTING A LIFT TO END THE WEEK AFTER TRADE WAR PESSIMISM SPOOKED MARKETS AND BOOSTED VOLATILITY MOST OF THIS WEEK
- OPEC DECIDING TO EXTEND AND DEEPEN CUTS AHEAD OF THEIR IPO
- SPIKES: 14.25 - UP .85 FROM LAST SHOW
- VIX CASH: 13.5 - UP .85 FROM LAST SHOW
- VVIX: 94.5 - UP .5 PTS FROM LAST SHOW
- SUSPENSION OF SPIKES FUTURES - WHAT HAPPENED
- MIAX TRADING RESULTS FOR NOVEMBER 2019
HOT VOLATILITY POSITIONS AND TRADES
- SPIKES
- VIX OPTIONS
- VXX
VOLATILITY VOICEMAIL
- QUESTION FROM Michael Smith: I’ve been looking more at Skew lately. Looking at a single stock you can see it easily. Do you guys have a recommendation for comparing across instruments? i.e. a formula?
CRYSTAL BALL
WHERE WILL VIX/SPIKES BE NEXT WEEK?
- MARK: 12.75?
- ROCKLOBSTER: 12.74?
- SIMON: 13?