Volatility Views 691: Volatility Survivors
Summary
Host Mark Longo and guests Russell "Doctor VIX" and Rich "Meatball" Excel discuss the recent equity rally and volatility compression, noting VIX levels near 14.5. They analyze the term structure, highlighting opportunities in short-dated puts and the potential for a volatility meltdown ahead of the Jackson Hole symposium. The episode also reviews notable VIX option trades, including a massive roll of September 35 calls and a recurring weekly spread strategy.
Topics discussed
Show intro and network promotion
Host banter and recap of previous week's volatility
Guest introductions and weather/tornado anecdotes
Market review: Equities and VIX levels
Bond market dynamics and upcoming Jackson Hole event
VIX term structure and put options strategy
VIX futures curve and COT report analysis
VIX options volume and top 10 trades breakdown
Weekly VIX options trade highlights and big blocks
Mothership VIX options volume and strike analysis
Student trading habits and vol surface education
SPX futures and options roll activity
UVIX levels and weekend strangle swap strategy
Volatility ETPs: UVXY, VXX, and SFX
Crystal Ball: Next week's VIX predictions
Outro, guest socials, and university trivia
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