Volatility Views 392:  HOW MUCH VOLATILITY CAN WE HANDLE? 

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: MARK SEBASTIAN, THE OPTION PIT
  • MIAX HOT SEAT:  SHELLY BROWN, EXECUTIVE VP, MIAX
  • MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX
  • GUEST CO-HOST: EUAN SINCLAIR, PARTNER, TALTON CAPITAL MANAGEMENT

VOLATILITY REVIEW SEGMENT

  • HERE WE GO AGAIN! YET ANOTHER CRAZY VOLATILITY WEEK ON THE BOOKS. 
  • CALIFORNIA LOCKED DOWN, NEW YORK BANNING EMPLOYEES FROM GOING TO WORK: YET THE MARKET WAS RALLYING. 
  • VOLATILITY PRODUCTS HITTING ABSURD LEVELS ACROSS THE BOARD – TVIX HIT 969 ON 3/18, VXX HIT 77 ON 3/18, ETC. 
  • SPIKES: 63.5
  • VIX CASH: 64
  • VVIX: 188.75

VOLATILITY VOICEMAIL

  • QUESTION FROM MATT: I KNOW VOLATILITY HAS NO THEORETICAL LIMIT. IT CAN ALWAYS GO TO A MILLION. BUT IS THERE A PRACTICAL CEILING WHERE YOU THINK VIX CAN’T REALLY GET ABOVE? NOT WITHOUT THE WORLD FALLING APART.
  • QUESTION FROM TOG: HELLO VOL CREW. WHAT ARE YOUR THOUGHTS ON GETTING BACK ON THE SHORT VXX TRAIN.

CRYSTAL BALL

WHERE WILL VIX/SPIKES BE NEXT WEEK?

Listen Now