- Host: Mark Longo, The Options Insider Media Group
- MIAX HOT SEAT CO-HOST: Dave Lincoln, The Short Vol Show
- Co-Host: Andrew Giovinazzi, Option Pit
VOLATILITY REVIEW
Update on the latest trades, trends and developments in the world of volatility including:
- JUDGING BY THE VOLATILITY MARKET YOU’D NEVER KNOW THAT WE HAD A HISTORIC ATTACK ON THE OIL INFRASTRUCTURE THIS WEEK.
- VIX cash, Spikes,VIX Futures and VVIX overview.
- VIX options breakdown – decent volume week
- Spikes options breakdown – 13.95 – DOWN .25 FROM LAST SHOW
- VIX cash – 13.90 – ALMOST EXACTLY UNCHD FROM LAST SHOW
- VVIX – 96.5 – DOWN 3 PTS FROM LAST SHOW
- VIX Futures Curve – STILL IN CONTANGO.
FROM MATT THOMPSON: -
- Spot $VIX “gravity” on VIX futures does not get stronger when the curve is steep. In fact, the opposite.
- Why? Because steep curve = a lot of time to expiration. and “gravity” has the greatest effect when a future is close to expiration
- And much more…
THE CRYSTAL BALL
Where will VIX/SPIKES be next week?
- MARK: 14.25
- ROCK LOBSTER: 13.59
- DAVE LINCOLN: 12:08