Excess Returns The OPEX Effect with Jack, Justin and Brent Kochuba
Oct 17, 2023
The podcast explores the impact of options on the stock market and how long-term investors can better understand it. They discuss topics such as options analysis, the influence of options expiration on market behavior, the S&P variance premium, the effects of realized volatility and VIX collapse, the impact of rising rates on rate-sensitive assets, the Ozempic trade, and recent market movements.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8
Introduction
00:00 • 2min
Options Analysis and the Impact on Market Volatility
01:32 • 15min
The Impact of Options Expiration on Market Behavior
16:51 • 15min
Understanding the S&P Variance Premium and its Significance
31:36 • 3min
Impact of Realized Volatility and VIX Collapse
34:25 • 3min
Analyzing the Impact of Rising Rates on Rate-Sensitive Assets
37:44 • 12min
The Ozempic Trade and Options Market
49:45 • 3min
Recent Market Movements and Impact on Companies
53:03 • 2min