TWIFO 159: Pop-Tart Arbitrage And Mysteries of the Options Liquidity Matrix.

Russell Rhoads, Director of Derivatives Research at Tabb Group,  joins us to break down the latest findings from his Options Liquidity Matrix. Mark and Russell also discuss:

– Is pop tart arbitrage the new frontier of trading?
– Why is WTI call skew so weak?
– What is going on with Gold volatility?
– How does the explosion of micro emini futures volume impact the broader equity market?
– What the heck is going on in the crypto markets?
– And much more…

Futures Options Feedback

  • QUESTION FROM ANTHONY: Are we in a new volatility regime for gold?
  • QUESTION FROM CLDD: How do I read this Fedwatch tool?
  • QUESTION FROM 787WEST: I like the movers and shakers but you only do them for futures. Is there a futures options movers and shakers report as well?

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