• HOST: MARK LONGO, OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: SEAN SMITH, FTSE RUSSELL
  • CME HOTSEAT GUEST: RICK ROSENTHAL – DIRECTOR OF BUSINESS DEVELOPMENT, FTSE RUSSELL INDICES – Cboe

EQUITIES

  • VIX  21.60 – UP 4 FROM LAST SHOW 
  • VVIX: 113 –  UP 13 FROM LAST SHOW
  • RVX: 24.25 – UP OVER 3.5 PTS FROM LAST WEEK
  • VIX/RVX SPREAD – 2.65 – TIGHTER BY .35 POINT FROM LAST WEEK
  • EARNINGS SEASON DRIVING MORE VOLUME IN MICRO EMINI FUTURES

WHAT WERE THE MOVERS AND SHAKERS THIS WEEK?

CRUDE OIL 

  • OIL FALLS AGAIN TODAY AFTER TAKING A DRUBBING YESTERDAY

AGS 

  • CORN ANNIHILATED THIS WEEK

FUTURES OPTIONS FEEDBACK 

  • QUESTION FROM DORN2: Any updates on premium harvesting strats in the russell 2000 right now? – Is put selling still the way to go?
  • QUESTION FROM ITMTIM: Has RVX ever dipped below VIX? Thx for such a fun show. Especially enjoyed the recent #hoglove. 
  • QUESTION FROM PRIME3: Are there any plans to bring back RVX? Seems like a great time to have a product on russell 2000 volatility?
  • QUESTION FROM NELLY:  Does the big recon have any impact on russell 2000 volatility?

Listen Now