Volatility Views 632: Overly Complacent and Eerily Spooky
Update: 2025-05-16
Description
In this episode of Volatility Views, the hosts Mark Longo, Andrew Giovinazzi (The Option Pit), Russell Rhoads (Indiana University), and Matt Koren (Eurex) discuss fluctuations in the VIX and VSTOXX futures, along with a look into new volatility ETPs. The episode begins with an overview of the VIX term structures — highlighting the recent flatness in the term structure and its implications. The conversation also explores the significant volatility movement on Monday and its influences. Other discussions include the re-emergence of VIX ETPs and their complexities, how geopolitical events like the potential resolution of the Ukraine war are affecting volatility indices, and a listener's question regarding the relevance of VYLT. The show concludes with the Crystal Ball segment, where the hosts predict the VIX and VSTOXX levels for the upcoming week.
01:05 Welcome to Volatility Views
01:35 Deep Dive into Volatility
02:09 Host Introduction and Pro Membership Benefits
03:13 Guest Introduction: Russell Rhodes
04:37 Guest Introduction: Andrew Giovinazzi
05:25 Guest Introduction: Matt Koren
05:48 Volatility Review
06:34 Market Trends and Analysis
13:36 International Volatility Review
19:35 VIX Futures and Term Structure
27:41 VIX Options Activity
30:18 Russell's Weekly Rundown
33:51 Reflecting on Past Trades
34:05 Volatility and VIX Trades
36:14 Weekly Trade Highlights
37:36 Analyzing Market Activity
39:04 Top Contracts and Market Trends
44:40 Inverse Volatility and ETPs
53:08 Predicting Future Volatility
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