Volatility Views 699: Something is REALLY Spooking This Market
Summary
Hosts Matt and Dr. Russell Rhodes welcome guest Larissa Demiak to discuss a sudden, sharp spike in VIX driven by inflation data and Treasury market concerns. The trio analyzes the volatile term structure, noting a premium in near-term futures that suggests continued upside risk, while reviewing heavy VIX options flow concentrated in the 20s and 30s. Russell also critiques inefficient capital usage in deep in-the-money put spreads, advising traders to avoid shorting VIX during this period of heightened uncertainty.
Topics discussed
Show intro and network promotion
Introducing guest Dr. Luisa and show context
Guest background and relationship with host
Weekly market review and VIX trends
Live VIX and market movement analysis
Market sensitivity to CPI and midterm context
VIX trading recommendations and spike analysis
Discussion on market dips and seller pressure
Treasury liquidity concerns and dealer feedback
Treasury yield headlines and market reaction
VIX cash-future spread and term structure
Analysis of VIX term structure spikes
Historical comparisons and market unpredictability
VIX options flow and spread trading
Top 10 VIX options volume breakdown
Russell's Weekly Rundown: Research intro
Review of specific VIX options trades
Analysis of put spreads and margin requirements
Discussion on naked short options and margin
Call skew and basic VIX call buying
Detailed VIX call and put volume analysis
Weekly volume recap and January options
Audience poll on VIX upside sentiment
Lessons from futures premium and panic
Show wrap-up and future appearances
SVIX flow and option activity analysis
Host's trading restrictions on SVIX
Guest perspective on Vol ETFs and signals
UVXY and VXX volume and price analysis
VIX 20s outlook and show transition
Crystal Ball: Reviewing last week's predictions
Crystal Ball: New VIX predictions for next week
Closing remarks and prediction summary
Promotion of Pro services and next episode
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