Volatility Views

VOLATILITY VIEWS 406: EARNINGS VOLATILITY PREVIEW - NFLX, ABT, BAC AND MORE HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: MATT AMBERSON, OPTION RESEARCH AND TECHNOLOGY SERVICES VOLATILITY REVIEW SEGMENT A STRANGE END TO A STRANGE WEEK STOCKS WERE POISED TO END LOWER BUT POSITIVE NEWS FROM GILEAD SEEMS TO BE REVERSING THE TREND SPIKES: 28.5  - DOWN 5.5 FROM LAST SHOW VIX CASH: 27.5 - DOWN 6.5 FROM LAST SHOW VVIX: 112 - DOWN ALMOST 20 FROM LAST SHOW DISCUSSION OF HIGH IMPLIED EARNINGS, MANY CUTS AND EXPECTED CUTS TO DIVIDENDS AND RETAIL CALL/PUT RATIOS VOLATILITY VOICEMAIL ANSWERING YOUR QUESTIONS ON TLT AND VOLATILITY PRODUCT RECOMMENDATIONS CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Happy Fourth of July! What better way to celebrate than by flashing back to 2012 for a "Best Of" episode of Volatility Views. Enjoy and stay safe out there... Volatility Views 46: Volatility Discussion with the Godfather Volatility Review: Slaughter of the VIX April future, with May poised for the same.  Credit Suisse released more creation units and TVIX crushed long positions - going from 13 to 6.5 in a week. Euro vol review -- March 1- and 3-month contracts expired last week. NASDAQ vol update. Volatility Viewpoint: Mark, Bob, and Mark have the great pleasure to discuss volatility with the Godfather:  Anthony Neuberger, Professor of Finance at Warwick Business School.  The gang discusses his seminal paper, "The Log Contract and Other Power Contracts.”  They also discuss tail risk and skew risk. Mark asks Prof. Neuberger if the market is correctly pricing in tail risk. Crystal Ball: Sebastian sees VIX staying between 14 and 16, with a lot of erosion in VXX.  Watch out for contango.  Euro vol is a coin flip right now. NASDAQ vol might be too expensive right now because of Apple.

VOLATILITY VIEWS 405: THE DEATH OF TVIX HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: SHELLY BROWN, MIAX GUEST: RUSSELL RHOADS, EQ DERIVATIVES VOLATILITY REVIEW SEGMENT THE VOLATILITY MARKET WAS TURNED ON ITS HEAD THIS WEEK CREDIT SUISSE GETS OUT OF THE  ETN BUSINESS - TVIX IS NO MORE BIGGEST VOLATILITY ETN GETS A COPYCAT WITHIN HOURS OF ITS DEMISE SPIKES: 34  - UP .75 FROM LAST SHOW VIX CASH: 35 - UP 1.5 FROM LAST SHOW VVIX: 131.5 - DOWN 5.5 FROM LAST SHOW VOLATILITY VOICEMAIL ANSWERING YOUR QUESTIONS ON $MSVX - THE NEW VOLATILITY FUND AND IMPLIED VOLATILITY. CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

VOLATILITY VIEWS 404: LAUNCHING NEW VOL PRODUCTS IN A PANDEMIC HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX GUESTS: MATT AND MIKE THOMPSON,  MANAGING PARTNERS, THOMPSON CAPITAL VOLATILITY REVIEW SEGMENT A MIXED END TO ANOTHER STRANGE WEEK: A STRANGE END TO A STRANGE WEEK WHERE NEITHER BULLS NOR BEARS COULD REALLY FIND THEIR FOOTING TRADERS COULD BE IN FOR A WILD RIDE ON FRIDAY BECAUSE OF A COUPLE TECHNICAL FACTORS. THE S&P 500 WILL HAVE ITS FIRST REBALANCING OF THE YEAR AT FRIDAY’S CLOSE AND VOLATILITY COULD ALSO BE HEIGHTENED FRIDAY BY QUADRUPLE WITCHING. SPIKES: 33.25  - DOWN 7.25 FROM LAST SHOW VIX CASH: 33.5 - DOWN 6.25 FROM LAST SHOW VVIX: 137 - DOWN 18 FROM LAST SHOW VOLATILITY VOICEMAIL QUESTION FROM MELLON: HAVE YOU SEEN AN UPTICK IN SPX AND VIX PAPER SINCE THE PITS CAME BACK? QUESTION FROM PEAR A SOL: WHY ARE VIX FUTURES TRADING SO LITTLE THESE DAYS? WOULD SEEM TO BE A BOOM TIME FOR VOLATILITY TRADING AND VOLATILITY PRODUCTS? QUESTION FROM DAVID LINCOLN: QUESTION FOR ALL YOU $VIX EXPERTS: HOW HIGH DOES THE MARKET NEED TO RIP TO THE UPSIDE FOR THE VIX TO GO TO UNCHED ON THE DAY? CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

VOLATILITY VIEWS 403: SCREAMING INDECISION HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: JIM CARROLL, TOROSO ADVISORS VOLATILITY REVIEW SEGMENT THE RALLY TOOK A DARK TURN THIS WEEK: THE MARKET SEEMINGLY COLLECTIVELY AWAKENED TO THE ECONOMIC IMPACT POSED BY THE CORONAVIRUS. FED SPOOKS THE BULL: JEROME POWELL SAID WE HAVE “A LONG ROAD AHEAD” AND “ WE’RE NOT EVEN THINKING ABOUT THINKING ABOUT RAISING RATES”  SPIKES: 40.5  - UP 19 FROM LAST SHOW VIX CASH: 39.75 - UP 18.5 FROM LAST SHOW VVIX: 155 - UP 48 FROM LAST SHOW CBOE PLANS TO RELAUNCH MINI VIX FUTURES VOLATILITY VOICEMAIL QUESTION FROM TONY WEBER: WHAT DO YOU THINK ABOUT SELLING JUL21 VIX, BUYING NOV17 VIX 60 STRIKE CALENDAR FOR 1.0 CREDIT? AM I HEADING FOR A HTZ DOUGHNUT? QUESTION FROM NEALS2: DO YOU THINK THE IMPLOSION OF THE CANADIAN VOL FUND WILL SPOOK OTHER PENSION AND HEDGE FUNDS AND KEEP THEM FROM ENTERING THE VOLATILITY MARKET? CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Volatility Views 402: The Death Knell For Volatility? HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT MIAX HOT SEAT: JOHN SMOLLEN, MIAX EXCHANGE GROUP VOLATILITY REVIEW SEGMENT AN EXPLOSIVE END TO THE WEEK FINALLY MOVES US AWAY FROM THE 30 STRIKE: JOB NUMBERS BLOW THE DOORS OFF SPIKES: 24.5  - DOWN 5.5 FROM LAST SHOW VIX CASH: 24.25 - DOWN 5.5 FROM LAST SHOW VVIX: 107 - DOWN 1.5 FROM LAST SHOW VOLATILITY VOICEMAIL QUESTION FROM R. RYAN: WHAT’S THE LATEST ON SPIKES FUTURES AND THE VIKING INDEX? QUESTION FROM SAMURAI8: ARE THERE ANY PLANS FOR A SKEW INDEX ON $SPY BY THE $SPIKES TEAM? QUESTION FROM HIGHLAND: CAN THERE BE A COMMODITY SPIKES INDEX LIKE MAYBE FOR OIL? CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Volatility Views 401: The Return of Volatility?   HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT MIAX HOT SEAT: RUSSELL RHOADS, EQ DERIVATIVES VOLATILITY REVIEW SEGMENT CAN TRUMP/CHINA/TAIWAN DO WHAT A TRADE WAR AND A PANDEMIC COULD NOT - DERAIL THE BULL? A MIXED END TO A MOSTLY POSITIVE WEEK.  SPIKES: 30  - UNCHD FROM LAST SHOW VIX CASH: 29.75 - DOWN .25 FROM LAST SHOW VVIX: 108.5 - DOWN 11.5 FROM LAST SHOW VOLATILITY VOICEMAIL ANSWERING YOUR QUESTIONS ON VXX PUTS AND CRUDE VOLATILITY. CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Volatility Views 400: When it Comes to Vol We've Done it All   HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX VOLATILITY REVIEW SEGMENT ANOTHER MIXED END TO A MIXED WEEK THE STREET CONTINUES HAVING A HARD TIME COMING TO GRIPS WITH THE CURRENT ENVIRONMENT CHINESE CRACKDOWN ON HONG KONG WEIGHING ON THE MARKET TODAY. SPIKES: 30  - DOWN 3 FROM LAST SHOW VIX CASH: 29.6 - DOWN 2.9 FROM LAST SHOW VVIX: 120 - DOWN 16 FROM LAST SHOW VOLATILITY VOICEMAIL CONGRATS FROM MAC: Sending you well wishes on your epic 400th episode. This is my favorite podcast.  QUESTION FROM MJAFARI: VXN of the last 30 days has encompassed the forward 30 days for the last 14 days. Meaning that the forward daily NDX moves did not exceed what the average back 30 days said the daily moves would be. This has happened 5 times since ‘07. Given this do you think a 30 day ATM straddle in NDX would be wise? Worth mentioning that the last 2 times this happens it also lasted 14 days. QUESTION FROM MADMEN: Loving the show. Can’t believe I didn’t know about it before. Shame on me. Any color on OTC var/vol trades this week? CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Volatility Views 399: Volatility Fun-Ness Abounds HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: HENRY SCHWARTZ, TRADE ALERT VOLATILITY REVIEW SEGMENT A MIXED END TO A MIXED WEEK THE STREET HAVING A HARD TIME COMING TO GRIPS WITH THE CURRENT ENVIRONMENT - WEAK EARNINGS, DIRE ECONOMIC OUTLOOK, GROWING ISSUES WITH CHINA.  YET THE BULL IS STILL FIGHTING TO SHOW ITSELF.  OPEN TABLE SAYING ¼ OF RESTAURANTS WILL NEVER REOPEN.  VOL FIRMING UP EVEN AS MARKETS REMAIN SOMEWHAT MIXED SPIKES: 33  - UP 2.8 FROM LAST SHOW VIX CASH: 32.5 - UP 3.5 FROM LAST SHOW VVIX: 136 - UP 20 FROM LAST SHOW VOLATILITY VOICEMAIL   QUESTION FROM PLAYBOOK3: WHAT IMPACT DO YOU THINK FLOORS OPENING UP AGAIN WILL HAVE ON VOLATILITY? RELATED QUESTION FROM NELLE: WOULD VIX HAVE HIT 80 IF THE MARKET WASN'T FULLY ELECTRONIC? QUESTION FROM TIM: HOW IS THE EARNINGS SEASON SHAPING UP? QUESTION FROM 56IT: WHAT IS THE STATUS OF SVIX?   CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?

Volatility Views 398: All is Right With the World Again? HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX  VOLATILITY REVIEW SEGMENT NASDAQ WENT GREEN ON THE YEAR! THE MONTHLY REPORT ON THE EMPLOYMENT SITUATION IN THE U.S. SHOWED THAT 20.5 MILLION JOBS WERE ELIMINATED LAST MONTH, AND THE UNEMPLOYMENT RATE ROCKETED 14.7% FROM A 50-YEAR LOW OF ONLY 3.5% TWO MONTHS AGO AND 4.4% LAST MONTH. SPIKES: 30.2 - DOWN 8 FROM LAST SHOW VIX CASH: 29 - DOWN 9 FROM LAST SHOW VVIX: 116 - DOWN 5 FROM LAST SHOW LOOKING AT EARNINGS VOLATILITY THIS WEEK PARTICULARLY IN GRUB, PYPL VOLATILITY VOICEMAIL QUESTION FROM LANCE: HELLO VOL CREW. LONG TIME FIRST TIME. LOVE MY VOL VIEWS WEEKLY FIX. I’VE EVEN TRADED SOME SPIKES! JUST WANTED TO SEE IF YOU GUYS CAUGHT THIS AND IF SO WHAT YOU THOUGHT OF IT? I THOUGHT THE CANADIANS WERE VOL SAVVY? - AIMCO’S $3 BILLION VOLATILITY TRADING BLUNDER CRYSTAL BALL WHERE WILL VIX/SPIKES BE NEXT WEEK?