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The tastylive network teaches investors innovative, simple ways to trade stocks, options, and futures, take advantage of market volatility and build a successful portfolio. Tom Sosnoff leads an irreverent and playful band of floor traders who are showing America a new way to quickly find low risk, high return strategies in bullish, bearish and sideways markets.
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Explore why oil volatility remained elevated as prices declined, defying typical commodity patterns. Analysis of SPAN margin reveals how dynamic risk parameters differ from standard options trading, and how backwardation influences futures positioning. Learn strike selection methodology using delta ranges and considerations for managing futures spreads effectively.
Mike walks through his 2025 IBIT year-long strangle, and how trading mechanics will be similar for the S&P 500 strangle this year.
Market activity remains subdued with E-mini S&Ps trading near $6,990, showing minimal movement ahead of a significant January options expiration. Volatility is low with SPY IVR at 16, despite today's anticipated high trading volume due to leaps expiration.
During the Confirm and Send segment, hosts answered trader questions about position sizing (recommending 1-3% of account value per trade), explained why certain futures contracts lack IVR metrics, and discussed January expiration implications. Though January brings higher volume, the hosts advised not changing standard trading approaches.
The segment concluded with NFL betting analysis, with hosts favoring the Bears +3.5 against the Rams, though opinions varied on the 48.5 over/under line.
In portfolio updates on today's From Theory to Practice, Dr. Jim closed an SPX butterfly trade for a $7.50 profit ahead of a delayed Supreme Court tariff ruling. He's maintaining neutral positions in oil and GDX while watching Starbucks, which surged nearly $3. For new trades, Jim initiated a bearish GLD call spread for $1.87 credit.
Regarding an Eli Lilly (LLY) question that came in from YouTube, Jim suggested waiting until after its February 5th earnings report before establishing positions to avoid pre-earnings implied volatility expansion while still capitalizing on post-announcement elevated premiums.
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