The tastylive network

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The tastylive network episodes

March 12 Risk & Reward - March 12, 2026
29 min
March 12 Risk & Reward - March 12, 2026
29 min
March 12 Options Trading Concepts Live - March 12, 2026 - Trading SPX & ADBE from the Cboe Floor
In this episode of Options Trading Concepts Live, Mike and Jermal discuss market volatility with a focus on crude oil prices, which have been fluctuating significantly. They share their trading strategies, including a bullish position in XOP via a long call diagonal spread and several iron condors in the bond market. They highlight the importance of timing in relation to implied volatility and discuss potential trades ahead of earnings reports for Adobe. The session concludes with insights into broader market movements and upcoming economic data.
56 min
March 12 Options Trading Concepts Live - March 12, 2026 - Trading SPX & ADBE from the Cboe Floor
In this episode of Options Trading Concepts Live, Mike and Jermal discuss market volatility with a focus on crude oil prices, which have been fluctuating significantly. They share their trading strategies, including a bullish position in XOP via a long call diagonal spread and several iron condors in the bond market. They highlight the importance of timing in relation to implied volatility and discuss potential trades ahead of earnings reports for Adobe. The session concludes with insights into broader market movements and upcoming economic data.
57 min
March 12 The LIZ and JNY Show - March 12, 2026 - The Liz and Jenny Show
57 min
March 12 The LIZ and JNY Show - March 12, 2026 - The Liz and Jenny Show
56 min
March 12 Live From the Trade Desk - March 12, 2026
24 min
March 12 Live From the Trade Desk - March 12, 2026
23 min
March 12 Market Measures - March 12, 2026 - Skew Drops In High IV... So Why Do Losses Grow?
The Market Measure segment examined how P&L skew in a short 16-delta SPY strangle shifts as implied volatility and delta change. Key finding: as IV rises, negative P&L skew magnitude shrinks by roughly 85% compared to low-vol environments, meaning distributions actually tighten, counterintuitive to how it feels in real time. Higher-delta positions in elevated IV offer meaningfully better reward relative to max loss. The desk executed a long-delta SPX (SPX) put spread, $10 wide, in the April expiration cycle.
23 min
March 12 Market Measures - March 12, 2026 - Skew Drops In High IV... So Why Do Losses Grow?
The Market Measure segment examined how P&L skew in a short 16-delta SPY strangle shifts as implied volatility and delta change. Key finding: as IV rises, negative P&L skew magnitude shrinks by roughly 85% compared to low-vol environments, meaning distributions actually tighten, counterintuitive to how it feels in real time. Higher-delta positions in elevated IV offer meaningfully better reward relative to max loss. The desk executed a long-delta SPX (SPX) put spread, $10 wide, in the April expiration cycle.
22 min

About The tastylive network

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The tastylive network teaches investors innovative, simple ways to trade stocks, options, and futures, take advantage of market volatility and build a successful portfolio. Tom Sosnoff leads an…