Volatility Views 696: The Volatility Censors Strike Again!!!
Summary
Host Mark Longo and guests Dr. Vicks, Mark Sebastian, and Brian Overby analyze a week of strong equity rallies that suppressed volatility, with VIX falling to 15. The panel discusses the implications of high interest rates and debt levels, predicting a potential market blow-off top following the Anthropic IPO and midterm elections. They review VIX options activity, noting a shift to call-heavy trading and specific strategies like selling 15-strike puts or buying oil via USO.
Topics discussed
Show intro and network promotion
Host banter: Dr. Vicks injury and Packers talk
Weekly market review: AI rally and VIX decline
Oil trading strategies and September vol recap
AI sector outlook and 10-year treasury rates
Debt concerns and VIX term structure analysis
Volatility curve steepness and midterm election impact
VIX option strategies: butterflies and put spreads
VIX options volume and listener trade breakdown
Russell's weekly rundown: notable VIX trades
VIX options volume analysis by day and strike
Discussion on ratio spreads and junk calls
Constructing specific VIX spreads and credit trades
Volatility ETPs: UVIX, UVXY, and SFX performance
Crystal Ball game: VIX predictions for next week
Guest promotions and show outro
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