Volatility Views 628: A Year's Worth Of Madness In One Week

In this episode of Volatility Views, Mark Longo, Russell Rhodes, Mark Sebastian (The Option Pit) and guest Mike Dever from Brandywine Asset Management discuss the unprecedented market volatility and massive rallies, reminiscent of 2008 price movements. They also analyze wild swings in the VIX and general stock market, sharing insights and strategies employed throughout the week. Significant trades, including a remarkable 50K June 50-100-150 VIX butterfly, are broken down and examined. Predictions for VIX's future behavior range from 25.69 to 33.29, reflecting varying outlooks on upcoming market conditions. Engaging polls regarding Zero-Day traders' activity levels and notable trade strategies provide a comprehensive view of market sentiment. The episode concludes with final thoughts on the landscape for short stocks versus long vol strategies.

 

01:05 Welcome to Volatility Views

01:52 Market Recap and Trading Insights

03:19 Special Guests and Market Analysis

06:21 Brandywine Asset Management Overview

07:33 Volatility Review

08:16 Historic Market Movements and Analysis

22:40 VIX Futures and Options Discussion

32:53 Analyzing Recent VIX Trades

33:56 Weekly Options Expiration Insights

35:27 High-Risk, High-Reward Trades

37:02 Flash Poll Results and Market Reactions

37:27 Unusual VIX Options Activity

42:01 VIX Options and Market Trends

46:12 Inverse Volatility Products Discussion

50:09 Market Sentiment and Future Predictions

51:47 Final Thoughts and Upcoming Events