Volatility Views 400: When it Comes to Vol We’ve Done it All  

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: MARK SEBASTIAN, THE OPTION PIT
  • MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX

VOLATILITY REVIEW SEGMENT

  • ANOTHER MIXED END TO A MIXED WEEK
  • THE STREET CONTINUES HAVING A HARD TIME COMING TO GRIPS WITH THE CURRENT ENVIRONMENT
  • CHINESE CRACKDOWN ON HONG KONG WEIGHING ON THE MARKET TODAY.
  • SPIKES: 30  – DOWN 3 FROM LAST SHOW
  • VIX CASH: 29.6 – DOWN 2.9 FROM LAST SHOW
  • VVIX: 120 – DOWN 16 FROM LAST SHOW

VOLATILITY VOICEMAIL

  • CONGRATS FROM MAC: Sending you well wishes on your epic 400th episode. This is my favorite podcast. 
  • QUESTION FROM MJAFARI: VXN of the last 30 days has encompassed the forward 30 days for the last 14 days. Meaning that the forward daily NDX moves did not exceed what the average back 30 days said the daily moves would be. This has happened 5 times since ’07. Given this do you think a 30 day ATM straddle in NDX would be wise? Worth mentioning that the last 2 times this happens it also lasted 14 days.
  • QUESTION FROM MADMEN: Loving the show. Can’t believe I didn’t know about it before. Shame on me. Any color on OTC var/vol trades this week?

CRYSTAL BALL

  • WHERE WILL VIX/SPIKES BE NEXT WEEK?

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