Volatility Views

This is a special birthday holiday edition of Volatility Views, providing a rundown of the VIX options market from the past week. The episode breaks down the most active VIX options, open for size positions, and day-by-day highlights of trading activity. Time Stamps 0:00 Welcome to Volatility Views 2:16 Top 10 VIX Open for Size 5:14 Thursday's VIX Activity 6:58 Wednesday's VIX Activity 8:00 Tuesday's VIX Activity 9:05 Monday's VIX Activity 10:07 Conclusion

In this episode of Volatility Views, Mark Longo is joined by Russell Rhoads (Kelley School of Business - Indiana University), Mark Sebastian (The Option Pit) and Euan Sinclair (Hull Tactical) to discuss the latest trends and market activity in the world of volatility trading. The show dives into specific topics such as current market volatility, the VIX options market, and how different volatility ETPs (Exchange Traded Products) are performing. They provide insights into the volatility surface, market maker activities, and potential impacts from geopolitical and economic events. Detailed analysis and predictions for the upcoming week's volatility levels are provided, along with discussions on specific trades and strategies observed in the market. The episode closes with a look at unusual options activity and the usefulness of different inverse volatility products. 01:05 Welcome to Volatility Views 01:53 Meet the panel 04:14 Volatility Review: Market Recap 06:51 Fed Fund Rates and Market Movements 16:27 Crypto Volatility Insights 26:19 VIX Options Analysis 32:07 Unexpected VIX Trades and Market Reactions 33:32 Analyzing a Bizarre VIX Trade 36:34 Weekly VIX Options Activity 42:42 Inverse Volatility Products Performance 48:36 Predicting VIX Movements 52:39 Conclusion and Final Thoughts

In this episode, Mark Longo, Russell Rhoads (Kelley School of Business - Indiana University), and Matt Amberson (Orats) analyze the significant surge in VIX, evidenced by the current VIX cash at 21 and the heavy trading volume exceeding one million contracts. They discuss how this translates to increased option activity, with substantial trades noted in August and September futures. Matt and Russell elaborate on the week's significant options trades and their implications, including a deep dive into earnings volatility with Matt noting an exceptionally hot earnings season, seeing over 50% returns on straddles. The episode also features insights into the vol ETP landscape, highlighting products like UVXY, SVXY, and VXX and their respective trading activities. Lastly, the hosts provide predictions for the next week, discussing potential market moves in the context of current volatility.   01:05 Welcome to Volatility Views 01:55 Market Overview and Recent Additions 05:28 Volatility Review 14:19 Earnings Volatility Report 21:14 Volatility Surface Analysis 30:38 Weekly Options Analysis 33:27 Analyzing Recent VIX Trades 34:41 Questionable Trade Strategies 36:06 VIX Options Activity Breakdown 43:24 Inverse Volatility and Liquidity Challenges 46:00 Volatility ETPs and Trading Strategies 50:23 Predicting VIX Movements 54:14 Conclusion and Upcoming Events

The latest episode of Volatility Views covers a wide range of volatility trading topics with Mark Longo and Russell Rhoads. The show covers the term structure of VIX futures, recent trades in VIX options, and the seasonality of volatility, especially as it relates to earnings season and its impact on the markets. Key trades in VIX options from the week are highlighted and analyzed. Additionally, the episode features listener questions, including strategies for trading VIX calls and dealing with the challenge of finding favorable trading conditions. The show concludes with predictions for VIX prices in the coming week.   01:08 Welcome to Volatility Views 04:59 Market Overview and Volatility Trends 11:39 Earnings Season Insights 15:44 VIX Futures and Options Analysis 25:52 Russell's Weekly Rundown 33:47 VIX Options Tsunami 34:03 Hot Options of the Day 34:24 Jan 20 Threes Analysis 36:23 AUG 16 Puts and Ratio Spreads 41:12 Inverse Volatility Products 45:01 Volatility Voicemail 45:47 Listener Questions and Flash Polls 54:28 Crystal Ball Predictions 57:14 Show Wrap-Up and Announcements

On this episode of Volatility Views, the hosts dive deep into various volatility trading strategies and notable market developments. Mark Longo is joined by 'Dr. Vix' Russell Rhoads and Andrew 'Rock Lobster' Giovinazzi as they discuss the enduring interest in deep put spreads, including a perplexing trade involving December 200 puts, which leaves the hosts questioning the trader's rationale. The show includes a review of weekly volatility trading activities, analysis of the volatility surface, and a discussion on upcoming events that could affect the vol space. They also engage with listener questions and poll results about premium harvesting and future outlooks for various assets. The panelists share insights into their trading strategies, with Russell revisiting his UVXY versus SVXY weekend play and Andrew providing market scenarios involving VXX erosion. The episode wraps up with predictions for next week's volatility.   01:05 Welcome to Volatility Views 01:52 Current Market Overview 02:08 New Shows and Hot Options Report 05:18 Volatility Review 15:35 Volatility Surface Analysis 25:11 Weekly Trades and Notable Moves 33:01 Evaluating the VIX Trade 34:40 Unpacking the Ratio Spread 35:29 VIX Options Activity Breakdown 41:33 Volatility ETPs Update 46:40 Listener Questions and Insights 51:05 Crystal Ball Predictions

In this episode of Volatility Views, Mark Longo, Russell Rhoads (Kelley School of Business - Indiana University), and Andrew Giovinazzi (The Option Pit) return after the July 4th holiday to delve into recent market volatility. The discussion covers the impact of tariff announcements on Brazil and Canada, leading to increased volume in VIX futures and options. Key highlights include significant trades like the Aug 25/35 vertical spread, the activity in the July 17 puts, and the unusual million-contract VIX options day amid dropping volatility. They also discuss the term structure of VIX futures, significant contango, and volatility ETPs such as SVIX, VXX, and UVXY. The episode wraps up with predictions for the VIX index for the coming week.   01:05 Welcome to Volatility Views 01:54 Post-July 4th Market Recap 05:46 Volatility Review 06:58 Market Reactions and Trade War Impact 09:35 VIX Analysis and Predictions 18:06 Historical VIX Patterns and Future Projections 27:58 Russell's Weekly Rundown 32:57 Analyzing Recent Trades 34:28 VIX Options Activity Breakdown 36:34 High Volume Day Analysis 46:14 Mentorship and Market Reactions 50:55 Volatility ETPs Overview 54:42 Crystal Ball Predictions 01:01:17 Closing Remarks and Resources

In this episode, Mark Longo and his guests, Russell Rhoads (Kelley School of Business - Indiana University), Andrew Giovinazzi (The Option Pit), and Matt Amberson (ORATS) delve into a week characterized by remarkable market movements and surprising fluidity in volatility levels. The panel discusses specific options trades, the broader economic implications of recent events, and their own strategic trading insights. Punctuated by sharp analyses on macroeconomic indicators and a look-ahead towards earnings season, the hosts engage in rich discussions encapsulating the volatile yet intriguing landscape of the current trading environment.   01:05 Welcome to Volatility Views 01:52 Market Recap and Volatility Insights 03:24 Special Guests and Discussions 06:18 Volatility Review 21:42 Earnings Volatility Report 25:24 Volatility Surface Analysis 32:33 VIX Options Activity Overview 33:02 VIX Top 10 Contracts 35:22 Russell's Weekly Rundown 35:44 Monday's Block Trades 37:37 Tuesday's VIX Trades 39:18 Wednesday and Thursday VIX Trades 46:14 VIX ETPs and Market Analysis 51:38 Crystal Ball Predictions 55:39 Show Wrap-Up and Announcements

In this episode of Volatility Views, the show kicks off with a recap of the Volatility Death Match, discussing the dynamics, competitors, and outcomes of the event. With Mark Longo hosting, the episode features contributions from Jim Carroll, Andrew Giovinazzi, and Russell Rhoads, who analyze recent VIX movements, the impact of geopolitical events, and market trends. They discuss the landscape of VIX options, shifting trading strategies, and the implications of recent market behavior, including a look at ETPs like SVXY and UVXY. This comprehensive discussion provides listeners with valuable insights into volatility trading strategies and market forecasts.   01:05 Welcome to Volatility Views 02:18 Volatility Death Match Recap 10:01 Volatility Review 31:42 VIX Options Overview 32:59 Top 10 VIX Positions Breakdown 35:14 Russell's Weekly Rundown 37:30 Bearish and Bullish VIX Trades 49:16 Inverse Volatility Products Discussion 55:16 Crystal Ball Predictions 01:00:36 Closing Remarks and Contact Information

There can be only one! Two men will enter the cage...but only one will emerge victorious. Who will it be? Tune in to find out as Dr. VIX battles the Vixologist to the death on your favorite volatility topics including: Do after-hours VIX prints obscure what's really happening in the marketplace? Should you ignore them when trading VIX? How should you use constant-maturity futures in your VIX trading? What is the TRUE over/under level for VIX that you need to pay attention to in your trading? What levels really matter and which are just marketing hype? Can you use technical analysis in your VIX trading? Should you? What is the point of VYLD? How should you incorporate VIX 9D into your volatility trading? and much more...

In this episode of Volatility Views, Mark Longo and Russell Rhoads delve into the recent shifts in the volatility landscape. With geopolitical tensions in the Middle East, the VIX spiking to new levels, and market reactions to recent economic events, this episode is a crucial listen for anyone in the volatility trading scene. The discussion also touches on notable trades in VIX options, the peculiarities of the VIX term structure, and the impact of these events on various volatility ETFs. Russell shares his insights on current market activities and to provide an in-depth analysis of recent significant trades. This episode also revisits the heated and recently held VIX Death Match, offering an engaging mix of expert analysis and lively debate.   01:05 Welcome to Volatility Views 02:23 Volatility Death Match Recap 07:50 Volatility Review: Market Analysis 22:17 VIX Options and Futures Rundown 29:19 Analyzing Weekly Futures and Roll Trades 30:23 Deep Dive into VIX Options Strategies 32:42 Evaluating Trade Decisions and Market Impact 35:19 Personal Trading Strategies and Market Observations 37:32 Big VIX Options and Market Activity 43:44 Inverse Volatility Products and Trading Insights 49:41 Crystal Ball Predictions and Market Speculations