Volatility Views

Volatility Views 581: Is There A Mystery 0dte Put?

May 3, 2024

Breaking down volatility products like VSTOXX, VIX, VXX, UVXY. Debating if there's a 0dte put option muting downside movement. Surprising action in VSTOXX with upside call sellers. Crystal ball segment predicting VSTOXX and VIX next week.

01:06:06

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Quick takeaways

VIX and V-STOXX futures markets show different dynamics, presenting strategic trading opportunities.

Upside call selling in VIX indicates market participants hedging for potential volatility events.

International volatility traders capitalize on V-STOXX market disparities, employing structured trades to manage risks.

Deep dives

VIX and V-STOXX Comparison

VIX and V-STOXX futures markets showed interesting dynamics with V-STOXX holding its value better. The VIX futures moved towards contango spread, indicating normalization, with June futures relatively inexpensive compared to July. This discrepancy between VIX and V-STOXX futures led to strategic trading opportunities, especially during short-term volatility events.

Introduction

4min

Exploring Short-Dated Volatility and Market Dynamics

13min

Exploring V Stocks in the International Volatility Market

5min

Exploring Discrepancies in Cash Index and VIX Futures

6min

Exploring VIX Options Market and Trading Strategies

26min

Delving into Volatility Predictions and Market Trends

4min

Predictions and Insights on VIX and V Stocks

7min

On this episode of Volatility Views, we break down the volatility products in both the domestic and international markets this week including VSTOXX, VIX, VIX, VXX, VVIX, UVXY, SVIX, UVIX.

Debating if we have a 0dte put option in the market right now that is muting downside movement
Are we seeing surprise upside call sellers in VSTOXX? Breaking down the surprising action

Plus, we predict where VSTOXX and VIX will be next week in our popular crystal ball segment.

With your hosts,

Mark Longo from The Options Insider Media Group
Andrew Giovinazzi from The Option Pit
Russell Rhoads from the Kelley School of Business at Indiana University
Sophie Granchi from Eurex

Brought to you by Eurex

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