Volatility Views 692: We Dare You to Sell Vol
Summary
Host Mark Longo and guests Mark Sebastian and James Carroll analyze the market impact of a surprise Treasury intervention, noting how it stabilized bond yields and kept VIX near 15. The panel discusses the steep VIX futures curve, interpreting the high contango into next year as a sign of priced-in midterm election risks. They review heavy VIX options volume, highlighting a massive September-to-October roll and significant interest in deep out-of-the-money puts. Finally, the hosts examine recent VIX trades, including a profitable spread strategy and the continued rise of SVIX despite summer…
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