Volatility Views 368: Return of a Juicy Volatility Friend

Published: Sept. 16, 2019, 2:45 a.m.

  • Host: Mark Longo, The Options Insider Media Group
  • MIAX HOT SEAT CO-HOST: John Smollen - Executive Vice President, Head of Exchange Traded Products and Strategic Relations - MIAX Exchange Group
  • Co-Host: Mark Sebastian, Option Pit

VOLATILITY REVIEW

Update on the latest trades, trends and developments in the world of volatility including:

  • MARKETS UNCHD TO END THE WEEK AFTER STRONG RALLIES. VOLATILITY DOWN ACROSS THE BOARD.
  • VIX cash, Spikes,VIX Futures and VVIX overview.\xa0
  • VIX options breakdown - mild volume week
  • Spikes options breakdown - 14.20 - DOWN 1.65 FROM LAST SHOW\xa0
  • VIX cash - 13.90 - DOWN 1.6 PTS FROM LAST SHOW\xa0
  • VVIX - 99.5 - UP 2.5 PTS FROM LAST SHOW\xa0
  • VIX Futures Curve - BACK TO (SOMEWHAT) NORMAL CONTANGO
  • And much more...

VOLATILITY VOICEMAIL

  • QUESTION FROM LLJJ: Did those pricey VXX puts really work out when you factor in the vol implosion in that product over the past few weeks?
  • QUESTION FROM ELLIOT: Fun program. Like the spikes inclusion. Question - I\u2019ve hear Mr. Longo mention that there might be options \u201clurking in the book\u201d before on the show. What does this mean? What book? Thanks and love the show.\xa0
  • QUESTION FROM NICK JOHNSON: You feeling the volfefe index?

THE CRYSTAL BALL

Where will VIX/SPIKES be next week?

  • MARK: 14.25/ VOLFEFE 6
  • GREASY Meatball: 13.14?