• Host: Mark Longo, The Options Insider Media Group
• Co-Host: Mark Sebastian, The Option Pit
• Co-Host: Russell Rhoads, Indiana University Kelley School of Business

In this episode, the team dives deep into the recent surge in market volatility, analyzing the influx in VIX trading activity and discussing the potential for significant market shifts. Key highlights include a detailed look at massive trades in the VIX options space, the potential introduction of highly leveraged ETPs such as 3x VIX ETPs, and the possible implications of a 'crypto doom loop' triggered by a Bitcoin crash. The episode also features a breakdown of the recent trading behavior in vol ETPs like SVIX, UVIX, and UVXY, and a lively discussion forecasting future volatility levels.

• Host: Mark Longo, The Options Insider Media Group
• Co-Host: Russell Rhoads, Indiana University Kelley School of Business
• Co-Host: Mark Sebastian, The Option Pit

In this episode of Volatility Views, we dive deep into the world of volatility with a specific focus on the recent VIX activity, options trading, and market reactions. Discussions include the sudden spike in VIX, significant call option trading, especially around the October 35 strikes, and strategies for monetizing these moves. We also cover the impact of recent tweets by Trump on market volatility and provide a comprehensive analysis of the VIX futures term structure. Additionally, there is significant trading volume noted in UVXY, illustrating a broader market reaction to the volatility spike. The episode wraps up with predictions and considerations for the next week's volatility.

Host: Mark Longo, The Options Insider Radio Network Co-Host: Russell "Dr. Vix" Rhoads, Indiana University Kelley School of Business Co-Host: Andrew "The Rock Lobster" Giovinazzi, The Option Pit  

• VIX Stays Muted: Why the VIX is stuck at 16 while the S&P hits new highs during the ongoing U.S. government shutdown.

• Gold vs. VIX: Listeners weigh in on the better gauge of market fear.

• Inside the Quants: Dr. Vix's discusses noteworthy highlights from several recent volatility and trading conferences, including exclusive takeaways on "Beta Vega" and the future of vol research.

• Volume Explosion: 1.4 BILLION options contracts traded in September.

• Crystal Ball: Our VIX predictions for next week

In this episode, Mark, Andrew Giovinazzi (The Option Pit) and Russell Rhoads (Indiana University) delve into the current state of market volatility, discussing the impact of an anticipated government shutdown, the fluctuating volumes in VIX options trading, and the contrasting signals from gold and VIX as indicators of market sentiment. The episode explores the latest developments in the volatility trading world, including compelling options strategies and a sneak peek at a quantitative model predicting future VIX levels.   01:03 Welcome to Volatility Views 02:24 Market Updates and Analysis 17:44 VIX and Gold as Market Sentiment Gauges 22:13 VIX Futures Term Structure 34:42 Top 10 VIX Trades of the Week 36:28 Russell's Weekly Rundown 52:08 VIX ETPs and Market Sentiment 54:25 Crystal Ball Predictions 01:00:18 Closing Remarks and Resources

Mark Longo, Scott Nations (Nations Indexes) and Andrew Giovinazzi (The Option Pit), provide comprehensive analyses on recent volatility developments, including the Federal Reserve's rate decisions and their market impacts. They discuss various volatility indices, trading strategies, and notable market movements.    01:03 Welcome to Volatility Views 02:23 Market Analysis  07:46 Volatility Review and Analysis 17:12 VIX Futures and Options Insights 33:26 Top VIX Options of the Week 37:02 Unusual VIX Trades and Strategies 42:22 Inverse Volatility Products 46:20 Volatility ETP Landscape 49:56 Listener Questions and Insights 53:14 VIX Predictions for Next Week 01:00:03 Closing Remarks and Resources

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.

This episode of Volatility Views discusses the recent market volatility, particularly in response to the non-farm payrolls report. Mark Longo and Russell Rhoads (Indiana University Kelley School of Business) analyze the impact of the economic data on VIX cash and futures, highlighting the surprising downturn after an initial market rally. They examine the VIX futures curve, noting the significant spread between the September and October contracts. The episode also delves into a discussion about the explosive growth of options trading volume and whether the options market has become so large that it is now "wagging the dog" of the underlying stock market. They also review VIX option volume for the week, pointing out a high number of contracts traded, including some unusual trades and large spreads. The show concludes with their weekly VIX predictions for the following week.

Show Notes:

• 1:00 Welcome 

• 3:50 Volatility Review: Non-farm Payrolls Report

• 6:30 Discussion on Market Reaction and Fed Rate Cuts

• 9:50 VIX Futures and Volatility Surface Analysis

• 12:40 Conversation about Options Volume Growth and the "Tail Wagging the Dog"

• 16:40 Discussion on Jane Street in India and Single Stock Futures

• 18:50 VIX Options Volume Review (Top 10)

• 21:05 Russell Rhoads' Weekly Rundown (Unusual Trades)

• 27:50 Host's Breakdown of Daily VIX Volume

• 30:00 VIX ETPs and Inverse Volatility Products

• 33:30 The Crystal Ball: Weekly VIX Predictions

• 36:30 Closing Remarks 

 

In this episode of Volatility Views, hosts Mark Longo, Russell Rhoads, and Mark Sebastian discuss the unusual market behavior of a Friday sell-off after a week of bullish momentum. They analyze the reasons behind the market's sudden shift to the red, including a surprising reaction to recent Fed commentary and pre-holiday weekend risk management. The show delves into the VIX and VIX futures curve, highlighting unusual calendar spreads and a large-volume trade in out-of-the-money October calls. The hosts also review volatility ETPs like SVIX, UVIX, and UVXY, noting the "air pocket" between futures and cash that benefits inverse volatility products. The show concludes with their "Crystal Ball" predictions for the following week's VIX level.

Timestamps

• 2:02: The Volatility Review

• 2:15: Market sell-off and VIX pop

• 3:50: Mark Sebastian's market commentary

• 7:46: Russell Rhoads market commentary

• 11:59: VIX futures curve analysis

• 13:58: Russell Rhoads analysis of the back end of the curve

• 16:30: VIX options trading

• 18:50: Russell's Weekly Rundown of specific trades

• 22:56: Discussion of the "I Can't Drive 55" trades (wild out-of-the-money calls)

• 24:28: Most active VIX options for the week

• 30:57: Mark Sebastian's key takeaways from VIX options activity

• 32:00: Inverse Volatility ETFs (SVIX and VYLD)

• 34:55: UVIX and UVXY analysis

• 37:25: The Crystal Ball segment (VIX predictions)

• 40:50: Russell and Mark's final thoughts

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