Volatility Views 632: Overly Complacent and Eerily Spooky

In this episode of Volatility Views, the hosts Mark Longo, Andrew Giovinazzi (The Option Pit), Russell Rhoads (Indiana University), and Matt Koren (Eurex) discuss fluctuations in the VIX and VSTOXX futures, along with a look into new volatility ETPs. The episode begins with an overview of the VIX term structures — highlighting the recent flatness in the term structure and its implications. The conversation also explores the significant volatility movement on Monday and its influences. Other discussions include the re-emergence of VIX ETPs and their complexities, how geopolitical events like the potential resolution of the Ukraine war are affecting volatility indices, and a listener's question regarding the relevance of VYLT. The show concludes with the Crystal Ball segment, where the hosts predict the VIX and VSTOXX levels for the upcoming week.

 

01:05 Welcome to Volatility Views

01:35 Deep Dive into Volatility

02:09 Host Introduction and Pro Membership Benefits

03:13 Guest Introduction: Russell Rhodes

04:37 Guest Introduction: Andrew Giovinazzi

05:25 Guest Introduction: Matt Koren

05:48 Volatility Review

06:34 Market Trends and Analysis

13:36 International Volatility Review

19:35 VIX Futures and Term Structure

27:41 VIX Options Activity

30:18 Russell's Weekly Rundown

33:51 Reflecting on Past Trades

34:05 Volatility and VIX Trades

36:14 Weekly Trade Highlights

37:36 Analyzing Market Activity

39:04 Top Contracts and Market Trends

44:40 Inverse Volatility and ETPs

53:08 Predicting Future Volatility