• 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

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