In this episode, Mark Longo, along with Mark Sebastian of The Option Pit and Russell Rhoads from the Kelley School of Business - Indiana University, discuss market volatility with a focus on VIX products, the significance of recent trades, and broader market movements. The show delves into the peculiar behavior of VIX options, examining notable trades like the April 20 calls and April 20-30 verticals. Listeners are also introduced to the new VYLD product and its performance. A humorous segment highlights contradictory VIX articles from Market Watch. The program concludes with listener questions and forecasts for the following week.
01:05 Welcome to Volatility Views
01:51 Market Recap and Volatility Insights
02:31 Special Guests and Announcements
05:02 Volatility Review
06:53 Volatility Trading Strategies
10:40 VIX Futures and Market Predictions
16:49 VIX Options Analysis
21:23 Russell's Weekly Rundown
30:56 Audience Poll: April 2030s vs. Straight 20 Twos
31:08 Market Performance and Audience Preferences
32:12 Contract Activity and Strike Chain Analysis
32:57 VIX Options and Trading Strategies
35:36 Inverse Volatility Products: SVIX and VYLD
41:44 Levered Volatility: UUVIX and UVXY
48:49 Volatility Voicemail: Listener Questions
49:45 Market Watch VIX Nonsense
53:26 Crystal Ball Predictions
56:47 Show Wrap-Up and Announcements