Volatility Views 631: Kinky Contango

In this episode of Volatility Views, Russell Rhoads takes over hosting duties for Mark Longo. He is joined by Hans Albrecht from Option Pit. The discussion delves into the current state of the VIX, with insights into trading strategies, gamma, and the importance of understanding volatility products. Hans shares his experience with trading on the floor in Toronto and Montreal, comparing it to the trading environment in the U.S. The episode also covers various trades and positions in VIX options and ETPs, including strategies like call spreads and the challenges of trading in a high-volatility environment. The show concludes with predictions for the VIX in the coming week and a reflection on the late Alex Jacobson's contributions to the options trading community.

 

01:01 Welcome to Volatility Views

02:49 Hans' Background and Market Experience

08:42 Discussion on Volatility and Market Trends

10:33 VIX and Futures Curve Analysis

14:12 Market Sentiment and Economic Indicators

29:11 Market Overview and Options Activity

31:05 Weekly VIX Options Recap

31:56 Top VIX Positions Analysis

35:29 Weekly Rundown and Trade Insights

45:32 VIX ETPs Discussion

51:17 Volatility Voicemail and Predictions

56:45 Conclusion and Final Thoughts