Aug 16, 2019
- HOST: MARK LONGO, OPTIONS INSIDER MEDIA GROUP
- CO-HOST: SEAN SMITH, FTSE RUSSELL
- CME HOTSEAT GUEST: RICK ROSENTHAL - DIRECTOR OF BUSINESS DEVELOPMENT, FTSE RUSSELL INDICES - Cboe
EQUITIES
- VIX 21.60 - UP 4 FROM LAST SHOW
- VVIX: 113 - UP 13 FROM LAST SHOW
- RVX: 24.25 - UP OVER 3.5 PTS FROM LAST WEEK
- VIX/RVX SPREAD - 2.65 - TIGHTER BY .35 POINT FROM LAST WEEK
- EARNINGS SEASON DRIVING MORE VOLUME IN MICRO EMINI FUTURES
WHAT WERE THE MOVERS AND SHAKERS THIS WEEK?
CRUDE OIL
- OIL FALLS AGAIN TODAY AFTER TAKING A DRUBBING YESTERDAY
AGS
- CORN ANNIHILATED THIS WEEK
FUTURES OPTIONS FEEDBACK
- QUESTION FROM DORN2: Any updates on premium harvesting strats in the russell 2000 right now? - Is put selling still the way to go?
- QUESTION FROM ITMTIM: Has RVX ever dipped below VIX? Thx for such a fun show. Especially enjoyed the recent #hoglove.
- QUESTION FROM PRIME3: Are there any plans to bring back RVX? Seems like a great time to have a product on russell 2000 volatility?
- QUESTION FROM NELLY: Does the big recon have any impact on russell 2000 volatility?