Volatility Views 392: HOW MUCH VOLATILITY CAN WE HANDLE?
HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MARK SEBASTIAN, THE OPTION PIT MIAX HOT SEAT: SHELLY BROWN, EXECUTIVE VP, MIAX MIAX HOT SEAT: TOM JARCK, VOLATILITY PRODUCTS SPECIALIST, MIAX GUEST CO-HOST: EUAN SINCLAIR, PARTNER, TALTON CAPITAL MANAGEMENT
VOLATILITY REVIEW SEGMENT
HERE WE GO AGAIN! YET ANOTHER CRAZY VOLATILITY WEEK ON THE BOOKS. CALIFORNIA LOCKED DOWN, NEW YORK BANNING EMPLOYEES FROM GOING TO WORK: YET THE MARKET WAS RALLYING. VOLATILITY PRODUCTS HITTING ABSURD LEVELS ACROSS THE BOARD - TVIX HIT 969 ON 3/18, VXX HIT 77 ON 3/18, ETC. SPIKES: 63.5 VIX CASH: 64 VVIX: 188.75
VOLATILITY VOICEMAIL
QUESTION FROM MATT: I KNOW VOLATILITY HAS NO THEORETICAL LIMIT. IT CAN ALWAYS GO TO A MILLION. BUT IS THERE A PRACTICAL CEILING WHERE YOU THINK VIX CAN’T REALLY GET ABOVE? NOT WITHOUT THE WORLD FALLING APART. QUESTION FROM TOG: HELLO VOL CREW. WHAT ARE YOUR THOUGHTS ON GETTING BACK ON THE SHORT VXX TRAIN.
CRYSTAL BALL
WHERE WILL VIX/SPIKES BE NEXT WEEK?
