Volatility Views 643: Finding Vol in the Dog Days of Summer

In this episode of Volatility Views, Mark Longo is joined by Russell Rhoads (Kelley School of Business - Indiana University), Mark Sebastian (The Option Pit) and Euan Sinclair (Hull Tactical) to discuss the latest trends and market activity in the world of volatility trading. The show dives into specific topics such as current market volatility, the VIX options market, and how different volatility ETPs (Exchange Traded Products) are performing. They provide insights into the volatility surface, market maker activities, and potential impacts from geopolitical and economic events. Detailed analysis and predictions for the upcoming week's volatility levels are provided, along with discussions on specific trades and strategies observed in the market. The episode closes with a look at unusual options activity and the usefulness of different inverse volatility products.

01:05 Welcome to Volatility Views

01:53 Meet the panel

04:14 Volatility Review: Market Recap

06:51 Fed Fund Rates and Market Movements

16:27 Crypto Volatility Insights

26:19 VIX Options Analysis

32:07 Unexpected VIX Trades and Market Reactions

33:32 Analyzing a Bizarre VIX Trade

36:34 Weekly VIX Options Activity

42:42 Inverse Volatility Products Performance

48:36 Predicting VIX Movements

52:39 Conclusion and Final Thoughts