TWIFO 181: The Highs and Lows of 2019

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: SEAN SMITH, MD OF DERIVATIVES LICENSING, FTSE RUSSELL
  • CME HOTSEAT GUEST: RUSSELL RHOADS, HEAD OF DERIVATIVES RESEARCH, TABB GROUP

WHAT WERE THE MOVERS AND SHAKERS IN FUTURES OPTIONS FOR THE YEAR?

TOP 5 

  • PALLADIUM: + 58%
  • NASDAQ 100 EMINI: + 35.8%
  • CLASS 3 MILK: +35.5%
  • EURODOLLARS: 34.5%
  • WTI: +31.5%

EQUITIES

  • TRADE WAR OPTIMISM LIFTING MARKETS, CRUSHING VOLATILITY
  • VIX: 12.5 – DOWN 2 FROM LAST SHOW
  • VVIX: 98.75 – DOWN 4.75 FROM LAST SHOW
  • RVX: 14.25 – DOWN 2.75 FROM LAST SHOW 
  • VIX/RVX SPREAD: 1.75 – MUCH NARROWER FROM LAST SHOW
  • DON’T LOOK NOW BUT SMALL CAPS ARE BREAKING OUT

CRYPTO

  • CME Bitcoin futures (BTC) turn two on Wednesday, December 18. 

FUTURES OPTIONS FEEDBACK

  • QUESTION FROM AVAST!: What were your surprises for the year in fut-opts?
  • QUESTION FROM ANGEL: Is there a level at which the rvx/vix trade becomes particularly attractive.

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