Volatility Views 645: We Can't Drive 55

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10d ago 55:07

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In this episode of Volatility Views, hosts Mark Longo, Russell Rhoads, and Mark Sebastian discuss the unusual market behavior of a Friday sell-off after a week of bullish momentum. They analyze the reasons behind the market's sudden shift to the red, including a surprising reaction to recent Fed commentary and pre-holiday weekend risk management. The show delves into the VIX and VIX futures curve, highlighting unusual calendar spreads and a large-volume trade in out-of-the-money October calls. The hosts also review volatility ETPs like SVIX, UVIX, and UVXY, noting the "air pocket" between futures and cash that benefits inverse volatility products. The show concludes with their "Crystal Ball" predictions for the following week's VIX level.

Timestamps

2:02: The Volatility Review
2:15: Market sell-off and VIX pop
3:50: Mark Sebastian's market commentary
7:46: Russell Rhoads market commentary
11:59: VIX futures curve analysis
13:58: Russell Rhoads analysis of the back end of the curve
16:30: VIX options trading
18:50: Russell's Weekly Rundown of specific trades
22:56: Discussion of the "I Can't Drive 55" trades (wild out-of-the-money calls)
24:28: Most active VIX options for the week
30:57: Mark Sebastian's key takeaways from VIX options activity
32:00: Inverse Volatility ETFs (SVIX and VYLD)
34:55: UVIX and UVXY analysis
37:25: The Crystal Ball segment (VIX predictions)
40:50: Russell and Mark's final thoughts

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