Volatility Views

Volatility Views 388: Remarkably Unremarkable Volatility

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT
• MIAX HOT SEAT: SIMON HO, T3 INDEX
• MIAX HOT SEAT: PAT HENNESSY, IPS STRATEGIC CAPITAL

VOLATILITY REVIEW SEGMENT

• MARKETS DOWN SLIGHTLY AFTER A STRONG WEEK - RALLIED FOR MOST OF THE WEEK UNTIL TODAY
• IMPEACHMENT FEARS ARE BEHIND US
• APPARENTLY PANDEMIC FEARS ARE APPARENTLY ALSO BEHIND US
• NOTHING HAS BEEN ABLE TO UNSEAT THIS PHENOMENAL RALLY IN U.S. EQUITIES. NOT A TRADE WAR. NOT A PANDEMIC. NOT ASSASSINATIONS. NOTHING.
• EXPLORING WHY FIFTY CENT HASN'T CLOSED MORE OF HIS VIX OPTIONS POSITION
• SPIKES: 14.60 - DOWN .4 FROM LAST SHOW
• VIX CASH: 14.2 - DOWN .8 FROM LAST SHOW
• VVIX: 98.3 - UP 3.3 PTS FROM LAST SHOW

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 15.25
• ANDREW: 14.85
• SIMON: 14.5/14.65
• PAT: 13.5

Volatility Views 387: Pandemics, Fifty Cent, Lawsuits and more

On this episode, Mark & Mark discuss:

• The market is shrugging off pandemic concerns.
• Interesting options activity in VIX and Spikes.
• Evolution of the VIX futures curve
• Why bother with wide verticals in VIX?
• The delicate dance of fading VXX
• Earnings volatility palooza in CBOE, GRUB, and more.

VOLATILITY VOICEMAIL:

• We answer your questions about VIX lawsuits, Fifty Cent and more.

THE CRYSTAL BALL

• We give our picks for future volatility.

Volatility Views 386: A Volatility Tornado Watch

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: MARK SEBASTIAN, THE OPTION PIT
• MIAX HOT SEAT: JOHN SMOLLEN, MIAX EXCHANGE GROUP
• MIAX HOT SEAT: SIMON HO, T3 INDEX

VOLATILITY REVIEW SEGMENT

• GOOD EARNINGS TRUMPED BY MACRO FEARS OF A GROWING PANDEMIC: TSLA, APPLE, AMAZON BLOW THE DOORS OFF BUT IT'S NOT ENOUGH TO RALLY THE MARKET IN THE FACE OF GROWING CORONAVIRUS FEARS.
• FIDDY CENT CERTAINLY LOOKS PRETTY PRESCIENT RIGHT NOW
• SPIKES: 19.25 - UP 3.75 FROM LAST SHOW
• VIX CASH: 19.25 - UP NEARLY 4 FROM LAST SHOW
• VVIX: 105 - UP NEARLY 7.5 PTS FROM LAST SHOW

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 17.75?
• MEATBALL: 18.50?
• SIMON: 19.50?

VV 385: Pandemic Volatility

- Fears of a pandemic out of China spark the first major selloff of the new decade. - Surprisingly wide markets in VIX options - Forget FANG...it's all about MAGA - MSFT, AAPL, GOOGL & AMZN - October VIX futures are insanely overpriced and need to be sold immediately - Fiddy Cent gobbling up more VIX calls this week - The joys of ratio put spreads in VIX - VXX can be an infuriating mistress - Our Quarterly Earnings Volatility Breakdown - Who is winning and losing earnings season so far? - Is $AAPL earnings volatility too cheap? - Plus your questions about August VIX options, our Crystal Ball Picks and more...

Volatility Views 384: Return of FiddyCent...and The Wiggles!!!!

On today's episode, Mark, The Rock Lobster and special guest Simon Ho of T3 Index discuss:

• The crazy VIX futures curve
• Why SPIKES and VIX have disassociated
• The explosive return of Fiddy Cent
• The mysteries of SPX market maker delta hedging
• Funky long-term VXX puts
• and much more...

Volatility Views 383: Dubious 1x2 VXX Spreads Plus Your VIX Picks

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT

VOLATILITY REVIEW SEGMENT

• MIDDLE EAST TENSIONS CAN'T STOP THE BULL: MARKETS HIT NEW HIGHS AGAIN TODAY
• SPIKES: 12.5 - DOWN 1 FROM LAST SHOW
• VIX CASH: 12.35 - DOWN .9 FROM LAST SHOW
• VVIX: 87.25 - DOWN NEARLY 4 PTS FROM LAST SHOW

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

VOLATILITY VOICEMAIL

• QUESTION FROM DAVID LINCOLN: @OPTIONS $VXX 21FEB 13/14 1BY2 PUTSPEAD TRADES 16,000X32,000 TRADES EVEN MONEY CUSTOMER BUYS THE 14 PUT... THOUGHTS? @OPTIONVOL @PAT_HENNESSY @OPTIONPIT THIS TRADED ON THE OPEN THIS MORNING. ALSO 21FEB 12/13 PUT 1X2 TRADE LIKE 2 HOURS LATER 5000X1000

CRYSTAL BALL

TIME TO PLAY ALONG W/ #VOLATILITYVIEWS AND DUST OFF YOUR #CRYSTALBALL. QUITE SIMPLY – WHERE DO YOU THINK $VIX WILL CLOSE FOR 2020? BONUS POINTS: REPLY/DM/EMAIL W/ YOUR SPECIFIC PICK. CLOSEST (MUST BE WITHIN 1PT TO QUALIFY) WILL WIN #FABULOUSPRIZES.

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 12.15?
• ROCKLOBSTER: 11.37?

VV 382: ASSASSINATION VOLATILITY

The new year is off with a bang (sort of) as the markets grapple with the latest wave of headline risk. We break it all down, answer a whole slew of listener questions and attempt to nail down $VIX and Spikes for the end of the year.

Volatility Views 381: The Dark Side Has Yet To Reveal Itself

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT

VOLATILITY REVIEW SEGMENT

• IMPEACHMENT - THE MARKET COULDN'T CARE LESS
• TRADE WAR - APPARENTLY EVERYTHING IS ON THE RIGHT TRACK
• SPIKES: 12.25 - DOWN 1.05 FROM LAST SHOW
• VIX CASH: 12.2 - DOWN 1 FROM LAST SHOW
• VVIX: 98.25 - DOWN 2.75 PTS FROM LAST SHOW

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

VOLATILITY VOICEMAIL

• QUESTION FROM morisboris: @Options Hello and a follow for you. If I may ask a question. Is there a site I can look to see what options are open call or puts on a certain equity? Tia

OUR AUDIENCE IS MIXED ON SVIX

• COMMENT FROM ELLEN: I think the new SVIX product will be vaporware. I have no idea why it's getting so much ink.
• COMMENT FROM JVIZ: No way this new $XIV thing gets approved. These guys just want attention.
• QUESTION FROM IAN MADDEN: Do you really think this new inverse volatility product has a chance of becoming a reality?
• QUESTION FROM VINTER: How can a startup have a chance where barclays failed? How can they possibly have the capital to bankroll another market meltdown when barclays couldn't weather the storm?
• COMMENT FROM JAIDEN: Can't wait for the new XIV to hit my trading screens. I've missed fading all that juicy volatility.
• COMMENT FROM CHRISTIAN GARCIA: Put me down for a ten lot when $SVIX starts trading. Long-term call obviously.

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 11.55?
• ROCKLOBSTER: 12.75?

Volatility Views 380: The Long Shadow of XIV

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: MARK SEBASTIAN, THE OPTION PIT

VOLATILITY REVIEW SEGMENT

• MARKETS MIXED AFTER EARLY TRADE DEAL, BREXIT VOTE
• SPIKES: 13.3 - DOWN .95 FROM LAST SHOW
• VIX CASH: 13.2 - DOWN .3 FROM LAST SHOW
• VVIX: 101 - UP 6.5 PTS FROM LAST SHOW
• NEW XIV IN THE WORKS? Ghost of XIV Rises: A New Short Vol Product Is in the Pipeline

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

VOLATILITY VOICEMAIL

• QUESTION FROM RUNTHROUGH: It sounds like you guys are down on UVXY and for good reasons. Last week's guest didn't exactly raise my hopes. Is there anything they could do to get you back into the fold?
• QUESTION FROM MIGS: Will we ever see XIV again?
• QUESTION FROM TROMS: Will there ever be a way to buy just the $VIX index itself as an etf or something rather than just futures?
• COMMENT FROM MARS: Happy holidays to the vol views crew. You guys always wrap up my week in style. Here's to a great next decade of volatility.

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 12.25?
• SEBASTIAN: 13.25?

Volatility Views 379: Algo Action and Futures Fun

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT
• MIAX HOT SEAT GUEST: SIMON HO, CEO, T3 INDEX
• MIAX HOT SEAT GUEST: SHELLY BROWN, EXECUTIVE VP, MIAX

VOLATILITY REVIEW SEGMENT

• MARKETS GETTING A LIFT TO END THE WEEK AFTER TRADE WAR PESSIMISM SPOOKED MARKETS AND BOOSTED VOLATILITY MOST OF THIS WEEK
• OPEC DECIDING TO EXTEND AND DEEPEN CUTS AHEAD OF THEIR IPO
• SPIKES: 14.25 - UP .85 FROM LAST SHOW
• VIX CASH: 13.5 - UP .85 FROM LAST SHOW
• VVIX: 94.5 - UP .5 PTS FROM LAST SHOW
• SUSPENSION OF SPIKES FUTURES - WHAT HAPPENED
• MIAX TRADING RESULTS FOR NOVEMBER 2019

HOT VOLATILITY POSITIONS AND TRADES

• SPIKES
• VIX OPTIONS
• VXX

VOLATILITY VOICEMAIL

• QUESTION FROM Michael Smith: I've been looking more at Skew lately. Looking at a single stock you can see it easily. Do you guys have a recommendation for comparing across instruments? i.e. a formula?

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK: 12.75?
• ROCKLOBSTER: 12.74?
• SIMON: 13?