Does the VIX calculation need to change in light of the 0 DTE SPX explosion? Debating that question on this episode of Volatility Views with Russell Rhoads
and Mark Sebastian.
Volatility Views 515: 2022 Year-End Spectacular
“We had a pretty eventful 2022 and the VIX never got above 40. That’s very interesting and raises some interesting questions.” – Matt Amberson from Option Research & Technology Services on this episode of Volatility Views.
Volatility Views 514: The Volatility Deep Freeze
We discuss what we are seeing in the markets right before the holidays on this episode of Volatility Views.
Volatility Views 513: VIX Upside Is Hard To Come By
“This is once again bizarro land as far as volatility goes.” – Andrew Giovinazzi on this episode of Volatility Views.
Volatility Views 512: Is Volatility Too High Right Now
Is the SPX daily options explosion stealing volume from VIX options? Debating this and more on this episode of Volatility Views with Russell Rhoads and Andrew Giovinazzi.
Volatility Views 511: The Hub of All Volatility
We discuss the launch of the new volatility hub on this episode of Volatility Views.
Volatility Views 510: Yet Another Weird One
Have daily options impacted volatility? Discussing this and more on this episode of Volatility Views.
Volatility Views 509: A Week To Remember
“I think we’ve had more upside volatility than downside volatility lately. The upside candles are far more aggressive than the downside ones these days.” – Andrew Giovinazzi on this episode of Volatility Views.
Volatility Views 508: The Fed Strikes Back
“Talk about a rope-a-dope. They really just completely fooled the market on this one.” – Mark Sebastian on this episode of Volatility Views.
Volatility Views 507: Rallying Past the Graveyard
“Who cares about bad earnings and nuclear weapons in Ukraine? Let’s rally this market.” – Andrew Giovinazzi on this episode of Volatility Views.
Volatility Views 506: Our Favorite VIX Put Trade Ever?
“This has been the most uninteresting 30 VIX market ever!” – Andrew Giovinazzi on this episode of Volatility Views.
Volatility Views 505: The Great CPI Whipsaw
The volatility index methodology for Spikes has important nuances that tend to manifest themselves at crucial market moments. We discuss this and much more on this episode of Volatility Views.