Volatility Views 623: Flirting with the Danger Zone

This episode of Volatility Views dives into the current state of the volatility market, with insights from hosts Mark Longo, Mark Sebastian, and Russell Rhoads. The discussion kicks off with the latest developments in VIX futures and options trading, highlighting notable market activities and trends, such as the overwhelming volume of VIX trading and the specifics of some substantial trades. The panel addresses the rise in volatility, characterized by increased daily market movements and backwardation in the VIX futures curve. Special emphasis is placed on volatility strategies and the continued importance of monitoring geopolitical and macroeconomic factors. The episode also delves into related volatility products like S-VIX and U-VIX, offering insights into the challenges and opportunities they present. The show concludes with the Crystal Ball segment, where the hosts predict future volatility levels, providing a comprehensive overview for volatility traders and enthusiasts.

 

01:05 Welcome to Volatility Views

02:32 Deep Dive into Volatility

02:48 Market Analysis and Guest Introductions

05:56 Volatility Review

11:44 Intraday Market Movements

23:11 VIX Futures and Options Activity

33:39 Managing Risk with Open Interest

34:31 Tuesday's Exit Trade Analysis

36:42 Wednesday's March 12th Options Activity

38:37 Thursday's VIX Trades and Strategies

39:59 VIX Options Volume and and Market Trends

46:01 SVIX and UVIX Market Dynamics

52:05 Volatility ETPs and Trading Strategies

54:52 Crystal Ball Predictions and Market Insights

01:01:46 Conclusion and Upcoming Events