Volatility Views

In this episode of Volatility Views, the hosts Mark Longo, Andrew Giovinazzi (The Option Pit), Russell Rhoads (Indiana University), and Matt Koren (Eurex) discuss fluctuations in the VIX and VSTOXX futures, along with a look into new volatility ETPs. The episode begins with an overview of the VIX term structures — highlighting the recent flatness in the term structure and its implications. The conversation also explores the significant volatility movement on Monday and its influences. Other discussions include the re-emergence of VIX ETPs and their complexities, how geopolitical events like the potential resolution of the Ukraine war are affecting volatility indices, and a listener's question regarding the relevance of VYLT. The show concludes with the Crystal Ball segment, where the hosts predict the VIX and VSTOXX levels for the upcoming week.   01:05 Welcome to Volatility Views 01:35 Deep Dive into Volatility 02:09 Host Introduction and Pro Membership Benefits 03:13 Guest Introduction: Russell Rhodes 04:37 Guest Introduction: Andrew Giovinazzi 05:25 Guest Introduction: Matt Koren 05:48 Volatility Review 06:34 Market Trends and Analysis 13:36 International Volatility Review 19:35 VIX Futures and Term Structure 27:41 VIX Options Activity 30:18 Russell's Weekly Rundown 33:51 Reflecting on Past Trades 34:05 Volatility and VIX Trades 36:14 Weekly Trade Highlights 37:36 Analyzing Market Activity 39:04 Top Contracts and Market Trends 44:40 Inverse Volatility and ETPs 53:08 Predicting Future Volatility

In this episode of Volatility Views, Russell Rhoads takes over hosting duties for Mark Longo. He is joined by Hans Albrecht from Option Pit. The discussion delves into the current state of the VIX, with insights into trading strategies, gamma, and the importance of understanding volatility products. Hans shares his experience with trading on the floor in Toronto and Montreal, comparing it to the trading environment in the U.S. The episode also covers various trades and positions in VIX options and ETPs, including strategies like call spreads and the challenges of trading in a high-volatility environment. The show concludes with predictions for the VIX in the coming week and a reflection on the late Alex Jacobson's contributions to the options trading community.   01:01 Welcome to Volatility Views 02:49 Hans' Background and Market Experience 08:42 Discussion on Volatility and Market Trends 10:33 VIX and Futures Curve Analysis 14:12 Market Sentiment and Economic Indicators 29:11 Market Overview and Options Activity 31:05 Weekly VIX Options Recap 31:56 Top VIX Positions Analysis 35:29 Weekly Rundown and Trade Insights 45:32 VIX ETPs Discussion 51:17 Volatility Voicemail and Predictions 56:45 Conclusion and Final Thoughts

This episode delves into the recent volatility trends and provides an in-depth analysis of the current earnings season. The hosts Mark Longo, Andrew Giovinazzi (The Option Pit) and Russell Rhoads (Kelley School of Business, Indiana University) discuss the significant moves in VIX and related options, the impact of trade talks and jobs numbers, and the performance of various vol ETPs. Special guest Matt Amberson from ORATS joins to provide insights into earnings volatility and market expectations. Key discussions include the downturn in option-buying benefits during this earnings season and what to expect next in the volatility landscape.   01:05 Welcome to Volatility Views 03:21 Meet the Guests: Russell Rhodes and Andrew Azi 06:06 Volatility Review: Market Trends and Analysis 15:56 Earnings Volatility Report 24:41 VIX Futures and Market Indicators 32:30 Opening Banter and Market Commentary 32:41 Analyzing Recent Trades and Market Movements 33:24 Discussion on Rolling Trades and Market Sentiment 34:59 Unusual Trading Activity and Market Reactions 35:59 Volatility Products and Trading Strategies 38:33 VIX Options and Market Trends 44:01 Inverse Volatility Products and Market Outlook 52:23 Concluding Thoughts and Predictions

In this episode, host Mark Longo and guests Russell Rhoads and Andrew Giovinazzi discuss the latest developments in market volatility. They explore the data provided by Jim Carroll (the Vixologist) on historical VIX movements, the flattening of the volatility term structure, and notable trading activity in VIX options. The episode highlights changing market sentiments, the impact of recent political announcements on vol, and trading strategies leveraging UVIX and SVIX products.    01:05 Welcome to Volatility Views 01:54 Market Recap and Volatility Trends 05:19 Volatility Review 08:55 Historical Volatility Data Analysis 24:43 Term Structure and Market Predictions 31:02 VIX and Nine-Day Volatility Analysis 32:10 Market Volatility Trends and Indicators 33:30 VIX Options Breakdown 36:06 Russell's Weekly Rundown 43:07 Inverse Volatility Products Discussion 51:37 Crystal Ball Predictions 56:43 Closing Remarks and Resources

Mike Dever, Founder and CEO of Brandywine Asset Management, joins the conversation on navigating today's turbulent markets. They delve into the dramatic market volatility reminiscent of 2008, examining strategies to capitalize on wild VIX swings. Unique trade insights include a striking 50K VIX butterfly and contrasting predictions for VIX's future. The discussion highlights the crucial role of risk management and diversification along with engaging polls about trader behavior, painting a vivid picture of the current financial landscape.

In this discussion, Russell Rhoads, also known as Dr. VIX from the University of Indiana, and Andrew Giovinazzi, The Rock Lobster from optionpit.com, tackle a chaotic week in the markets. They analyze the surge in VIX to the 40s and the surprising volatility patterns that emerged. The duo dissects notable trades in VIX options while sharing insights on trading strategies amid the turbulence. With geopolitical anxieties at play, they offer cautious predictions for upcoming market movements, urging listeners to stay vigilant.

In this episode, Mark Longo, along with Mark Sebastian of The Option Pit and Russell Rhoads from the Kelley School of Business - Indiana University, discuss market volatility with a focus on VIX products, the significance of recent trades, and broader market movements. The show delves into the peculiar behavior of VIX options, examining notable trades like the April 20 calls and April 20-30 verticals. Listeners are also introduced to the new VYLD product and its performance. A humorous segment highlights contradictory VIX articles from Market Watch. The program concludes with listener questions and forecasts for the following week.   01:05 Welcome to Volatility Views 01:51 Market Recap and Volatility Insights 02:31 Special Guests and Announcements 05:02 Volatility Review 06:53 Volatility Trading Strategies 10:40 VIX Futures and Market Predictions 16:49 VIX Options Analysis 21:23 Russell's Weekly Rundown 30:56 Audience Poll: April 2030s vs. Straight 20 Twos 31:08 Market Performance and Audience Preferences 32:12 Contract Activity and Strike Chain Analysis 32:57 VIX Options and Trading Strategies 35:36 Inverse Volatility Products: SVIX and VYLD 41:44 Levered Volatility: UUVIX and UVXY 48:49 Volatility Voicemail: Listener Questions 49:45 Market Watch VIX Nonsense 53:26 Crystal Ball Predictions 56:47 Show Wrap-Up and Announcements

In this episode of Volatility Views, host Mark Longo is joined by Russell Rhodes, aka Dr. Vix, and Andrew Giovinazzi, aka The Rock Lobster. They dive into a wide range of topics related to volatility trading. The episode covers the current flat volatility curve, its implications, and the challenges and strategies for trading in such an environment. The team also discusses recent activity and trade ideas in VIX options, including unique trades like a short put stupid. Additionally, they touch on the new entrants in the inverse volatility product space. The episode closes with bold predictions for the upcoming week’s volatility.   01:54 Meet the Hosts 04:21 Volatility Review 05:22 Market Analysis and Insights 09:25 VIX Curve and Trading Strategies 12:07 Challenges in the Current Volatility Market 24:20 Flat VIX Curve Implications 33:59 Analyzing the VIX Super Stupid Trade 35:01 Russell's Weekly Rundown 35:24 Intriguing VIX Weekly Options 36:12 Strange VIX Put Stupid Trade 38:17 VIX Market Activity Recap 46:35 New Inverse VIX Product Launch 54:22 Crystal Ball Predictions

This discussion dives into the whirlwind of market volatility, exploring how tariffs and Hantavirus are shaking up trends in volatility products like VIX futures. The hosts mix serious analysis with humor, even throwing in some playful banter about Posh Spice and the Spice Girls. Predictions for future volatility levels lead to spirited debates, blending personal anecdotes and competitive exchanges. To wrap it all up, they reflect on a week filled with trading antics and a few celebrity sightings for good measure.

This episode of Volatility Views dives into the current state of the volatility market, with insights from hosts Mark Longo, Mark Sebastian, and Russell Rhodes. The discussion kicks off with the latest developments in VIX futures and options trading, highlighting notable market activities and trends, such as the overwhelming volume of VIX trading and the specifics of some substantial trades. The panel addresses the rise in volatility, characterized by increased daily market movements and backwardation in the VIX futures curve. Special emphasis is placed on volatility strategies and the continued importance of monitoring geopolitical and macroeconomic factors. The episode also delves into related volatility products like S-VIX and U-VIX, offering insights into the challenges and opportunities they present. The show concludes with the Crystal Ball segment, where the hosts predict future volatility levels, providing a comprehensive overview for volatility traders and enthusiasts.   01:05 Welcome to Volatility Views 02:32 Deep Dive into Volatility 02:48 Market Analysis and Guest Introductions 05:56 Volatility Review 11:44 Intraday Market Movements 23:11 VIX Futures and Options Activity 33:39 Managing Risk with Open Interest 34:31 Tuesday's Exit Trade Analysis 36:42 Wednesday's March 12th Options Activity 38:37 Thursday's VIX Trades and Strategies 39:59 VIX Options Volume and and Market Trends 46:01 SVIX and UVIX Market Dynamics 52:05 Volatility ETPs and Trading Strategies 54:52 Crystal Ball Predictions and Market Insights 01:01:46 Conclusion and Upcoming Events