TWIFO 171: TALKING FUTURES OPTIONS IN WASHINGTON D.C.

Published: Oct. 4, 2019, 4:27 p.m.

  • HOST: Mark Longo, The Options Insider Media Group
  • CO-HOST: Sean Smith, MD - Derivatives Licensing, FTSE Russell  
  • CME HOT SEAT GUEST: Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group

WHAT WERE THE MOVERS AND SHAKERS IN FUTURES OPTIONS THIS WEEK?

EQUITIES

 

  • VIX BACK OVER A 20 HANDLE ON WEDS. HIGH OF 21.40 on WEDS. 
  • VIX 19.5 - UP 3. FROM LAST SHOW 
  • VVIX: 100 - UP 1 FROM LAST SHOW
  • VXX: 26 - UP 2.3 FROM LAST SHOW
  • RVX: 21.90 - UP .9 PTS FROM LAST WEEK 
  • VIX/RVX SPREAD - 2.4 - MUCH TIGHTER THAN LAST WEEK
  • SEAN - ANY INTERESTING RUSSELL DEVELOPMENTS/STUDIES?
  • RUSSELL 2000 FOCUS PANEL - ANY TAKEAWAYS
  • ANY INTEREST FROM EUROPEAN CLIENTELE ON U.S. SMALLCAP STOCKS?
  • SOME INTERESTING NUGGETS FROM CBOE ON RVX

 

 

 

Research by Blu Putnam - Seven Themes to Ponder as We Head for 2020

CRUDE

  • Rogue Oil Trader Causes $320 Million Loss at Mitsubishi Corp. Unit

METALS

  • Research by Erik Norland - Is Gold About to Outperform Equities?

FUTURES OPTIONS FEEDBACK

  • QUESTION FROM EL DOCTORO: It seems like when a company from the Russell1000 moves into the Russell2000, its stock price rises. True? If so, why?  What happens when a stock moves the opposite way?

Futures Options and STA

Interview with Derek Sammann, Senior Managing Director, Global Head of Commodities & Options Products at CME Group, at the Security Traders Association Market Structure Conference in Washington DC.