Volatility Views 379: Algo Action and Futures Fun

Published: Dec. 9, 2019, 5:59 a.m.

Volatility Views 379: Algo Action and Futures Fun

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: ANDREW GIOVINAZZI, THE OPTION PIT
  • MIAX HOT SEAT GUEST: SIMON HO, CEO, T3 INDEX
  • MIAX HOT SEAT GUEST: SHELLY BROWN, EXECUTIVE VP, MIAX\xa0

VOLATILITY REVIEW SEGMENT

  • MARKETS GETTING A LIFT TO END THE WEEK AFTER TRADE WAR PESSIMISM SPOOKED MARKETS AND BOOSTED VOLATILITY MOST OF THIS WEEK
  • OPEC DECIDING TO EXTEND AND DEEPEN CUTS AHEAD OF THEIR IPO
  • SPIKES: 14.25 - UP .85 FROM\xa0 LAST SHOW\xa0
  • VIX CASH: 13.5 - UP .85 FROM LAST SHOW
  • VVIX: 94.5 - UP .5 PTS FROM LAST SHOW\xa0
  • SUSPENSION OF SPIKES FUTURES - WHAT HAPPENED
  • MIAX TRADING RESULTS FOR NOVEMBER 2019

HOT VOLATILITY POSITIONS AND TRADES\xa0

  • SPIKES
  • VIX OPTIONS
  • VXX

VOLATILITY VOICEMAIL

  • QUESTION FROM Michael Smith:\xa0 I\u2019ve been looking more at Skew lately. Looking at a single stock you can see it easily. Do you guys have a recommendation for comparing across instruments? i.e. a formula?\xa0

CRYSTAL BALL

\xa0WHERE WILL VIX/SPIKES BE NEXT WEEK?

  • MARK: 12.75?
  • ROCKLOBSTER: 12.74?
  • SIMON: 13?

\xa0