In this episode, hosts Mark Longo from The Options Insider, Mark Sebastian from Option Pit, and Russell Rhoads from the University of Indiana dive deep into the latest developments in the volatility market. The trio discusses bond volatility, VIX options, and the curious behavior of the VIX ahead of a highly anticipated Federal Reserve meeting. They also look at VIX-related ETPs and make their weekly predictions for the VIX.

Timestamps

• [0:00] Introduction

• [3:20] The volatility review: market performance and VIX analysis.

• [7:15] Discussion on bond volatility and the surprising calm before the Fed meeting.

• [12:30] VIX term structure and futures analysis.

• [16:45] Russell's Weekly Rundown: analysis of specific VIX options trades.

• [25:00] VIX options paper and trade activity.

• [29:00] Inverse volatility and VIX ETPs.

• [32:15] Discussion on a potential Fed surprise and its market impact.

• [36:00] The Crystal Ball: VIX predictions for the upcoming week.

• [40:15] Final thoughts and how to follow the hosts.