Volatility Views

In this episode of 'Volatility Views,' the market's premier volatility podcast, we tackle the biggest questions for volatility traders: Are anticipated interest rate cuts about to crush the entire VIX term structure?

This episode is hosted by Mark Longo (The Options Insider) and joined by Mark Sebastian (The Option Pit) and Dr. Russell Rhoads (Indiana University Kelley School of Business).

We break down recent VIX options flow, examine crucial shifts in the volatility curve, and offer a forward-looking forecast for the Cboe VIX Index in the coming week.

📈 Episode Highlights & Volatility Trading Strategy

• VIX Curve Alert: Dissecting the major shifts in the VIX term structure and how short-term contracts are reacting to forward-looking interest rate expectations.

• VIX Weekly Options: A detailed breakdown of notable and unusual flow in VIX weekly options and their impact on daily volatility.

• Inverse Volatility Risks: Updates and analysis of inverse volatility ETPs and VIX ETPs, with a deep dive into the trading behavior and volume patterns of UVXY following its recent reverse split.

• The VIX Forecast: The panelists' final VIX market prediction for the upcoming week and actionable strategies for VIX traders.

HOST: Mark Longo, The Options Insider

CO-HOST: Dr. Russell Rhoads, Indiana University Kelley School of Business

In this episode, the hosts dive into the current state of volatility in the market, providing in-depth analysis and trading strategies. The discussion includes the recent movements in VIX futures, the impact of economic announcements, and unconventional strategies like weekly put sales. They also cover notable VIX options trades and the potential effects of upcoming events on market volatility. Plus, they end the show guessing where VIX will be in two weeks in our crystal ball segment.

HOST: Mark Longo, The Options Insider

CO-HOST: Russell Rhoads, Indiana University Kelley School of Business

CO-HOST: Mark Sebastian, The Option Pit

GUEST: Jeff Nguyen, Cboe Global Markets

On this episode, we explore the latest in the world of volatility trading. Jeff Nguyen joins us to explain the Cboe's newly launched VIX Decomposition Tool that analyzes VIX moves through various contributing factors. The show also delves into the past week's volatility trends, notable options trades, and the impact of zero DTE strategies on the current market. The team discusses the state of volatility ETPs and how they are performing under current market conditions.

HOST: Mark Longo, The Options Insider CO-HOST: Russell Rhoads, Indiana University Kelley School of Business CO-HOST: Andrew Giovinazzi, The Option Pit GUEST: Bill Luby, @VIXandMore On this episode, the discussion revolves around the recent spike in volatility and its implications for traders. They also explore AI's role in market valuation, with differing opinions on its long-term impact. Other highlights include analysis of the VIX term structure, the surge in VIX futures trading, and notable VIX options trades. Additionally, Bill Luby shares insights into trading VXX, and listeners get the latest updates on other popular volatility ETPs. The episode concludes with the panelists' predictions for VIX levels in the upcoming week.

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 With an appearance by Brian Overby, Options Playbook Radio! In this Halloween-themed episode of Volatility Views, host Mark Longo is joined by regular contributors Mark Sebastian and Russell Rhoads, as well as a special guest appearance by Brian Overby. The discussion focuses on the nuances of volatility trading, touching on the performance and volume of vol-related ETFs like UVIX and SVXY, the impact of lofty P/E ratios on market sentiment, and the effects of the latest Fed actions. The show also delves into listener questions, weekly reviews of significant volatility trades, and the dynamics of overwriting trades. The episode concludes with predictions for VIX levels for the upcoming week.

• 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
• GUEST: Scott Nations, Nations Indexes

In this episode, we discuss the significant movements in volatility over the past week, including the aggressive sell-off in volatility and its causes. We also talk about the behavior of zero-DTE options and the influence of trading strategies on the market. The episode also covers the latest in VIX options trading, with a special segment on unusual trades, the current state of volatility ETPs, and predictions for the next week's volatility landscape.

• 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