Volatility Views 642: Nonfarms, Tariffs and Earnings...Oh My!!!
Update: 2025-08-01
Description
In this episode, Mark Longo, Russell Rhoads (Kelley School of Business - Indiana University), and Matt Amberson (Orats) analyze the significant surge in VIX, evidenced by the current VIX cash at 21 and the heavy trading volume exceeding one million contracts. They discuss how this translates to increased option activity, with substantial trades noted in August and September futures. Matt and Russell elaborate on the week's significant options trades and their implications, including a deep dive into earnings volatility with Matt noting an exceptionally hot earnings season, seeing over 50% returns on straddles. The episode also features insights into the vol ETP landscape, highlighting products like UVXY, SVXY, and VXX and their respective trading activities. Lastly, the hosts provide predictions for the next week, discussing potential market moves in the context of current volatility.
01:05 Welcome to Volatility Views
01:55 Market Overview and Recent Additions
05:28 Volatility Review
14:19 Earnings Volatility Report
21:14 Volatility Surface Analysis
30:38 Weekly Options Analysis
33:27 Analyzing Recent VIX Trades
34:41 Questionable Trade Strategies
36:06 VIX Options Activity Breakdown
43:24 Inverse Volatility and Liquidity Challenges
46:00 Volatility ETPs and Trading Strategies
50:23 Predicting VIX Movements
54:14 Conclusion and Upcoming Events
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