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In this episode of Volatility Views, host Mark Longo is joined by "Muscle" Rhoads (Dr. Russell Rhoads), Mark Sebastian from Option Pit, and the long-awaited return of the Thompson Twins (Matt and Mike Thompson of Thompson Capital). Together, the crew unpacks a wild week of violent market rotations, earnings season anxieties, and the localized panic ripping through semiconductor and AI stocks.
The team takes a deep dive into the vol surface to analyze why the equal-weighted VIX EQ is surging past 50 while index-level vol remains relatively contained. Are we looking at a localized tech overreaction, or the brink of a massive correlation-one sell-off? Plus, they break down a bizarre, head-scratching 100-strike VIX put trade, structural "mullet" vs. "tulum" strategies, and the latest reverse splits shaking up the vol ETP space (SVIX, UVXY, and UVIX).
What's inside this episode:
The Volatility Review: Deconstructing the Taiwan Semi fallout, Nvidia's wild swings, and how money is rotating between tech hyperscalers and broader indices.
The New VIX Order: Why geopolitical and event-driven vol spikes are mean-reverting faster than ever in the modern market ecosystem.
Term Structure & Haircuts: Moving long and short on the curve—the team explains why they are leaning into the traditional "mullet" style.
VIX Options Flow: Breaking down the massive volume behind the August 26 calls, the shift toward the 17 puts, and another round of mocking high-risk, low-reward institutional trades.
ETP & Levered Vol Update: Dealing with the liquidity drain post-reverse splits in UVXY and UVIX, and why tracking seasonality matters right now.
The Crystal Ball: The guys put their reputations on the line with their weekly VIX and Volley predictions for next week.
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In this episode, Mark Longo, Russell Rhoads (Dr. VIX), and Scott Nations dive deep into a massive divergence brewing under the surface of the equity indexes. While S&P 500 volatility is sitting quietly at seasonal lows, Nasdaq 100 volatility tells a completely different story as tech and AI anticipation ramps up ahead of Microsoft's pivotal earnings report.
Key Topics Covered:
The Volatility Review: Breaking down a massive two-week crush that dragged VIX cash down nearly 4 points, alongside drops in VOLY and the VVIX.
The Nasdaq vs. S&P Divergence: Scott explains how VolDex measures show completely different volatility regimes for tech vs. broad market index options.
The Tech "Canary": Why Russell has Microsoft's upcoming July 29th year-end earnings report circled as the ultimate reality check for the AI boom.
VIX Futures & The Return of Volume: June options volume just put up a historic 1.6 billion contracts. Why are traders suddenly piling back into VIX futures?
The "Dark Web" of Vol Trades: Analyzing a bizarre, deep-in-the-money August put spread and a massive November VIX call strip paired with a 1x6 put ratio spread.
Crystal Ball: Predictions for where VIX and VOLI land by next week.
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Fehlende Folgen?
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The vol market might be caught in a midsummer lull between truncated holiday weeks, but underneath the surface, there is plenty of drama to slice and dice. In this episode, host Mark Longo welcomes back "Dr. Vix" Russell Rhoads (Indiana University) and Bill Luby (Luby Assessment Management) to dissect a market that seems to be trapped in an anticipatory holding pattern.
The guys dive deep into:
The Volatility Review: A look at a celebratory but hair-trigger market as VIX cash flirts with the 19 handle.
The Geopolitical Risk Horizon: Why the market chose to look right past recent Middle East turmoil and what a sub-$70 crude environment means for tech and macro hedging.
The AI CapEx Arms Race: Tech earnings showdowns, Micron's blockbuster numbers, and why Microsoft's upcoming year-end earnings report could be the ultimate summer volatility catalyst. "Someone has to flinch" on tech spending—who will it be?
Deep-in-the-Money VIX Puts: Analyzing the massive rise in ultra-deep VIX put spreads. Is it a smart margin play, or just a fun deployment of "entertainment capital"?
Russell's Weekly Rundown: Breaking down the wild weekly options flows, short call spread ouchies, and drawing lines in the sand at the 17 and 19 strikes.
Crystal Ball: The crew looks ahead past the America 250 holiday to make their two-week volatility predictions.
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A truly wild week in the markets culminated in the historic SpaceX IPO, sending shockwaves through the trading landscape. In this episode, host Mark Longo is joined by special guest Henry Schwartz (The Flow Master, Cboe) and Mark Sebastian (OptionPit) to break down a massive week of intraday swings and shifting volatility structures.
The panel dives deep into the market mechanics behind the $75B SpaceX debut, exploring its staggering $2.2 trillion valuation, retail distribution frenzy, and what to expect when SpaceX options officially launch next Tuesday. Will implied volatility open 20–25% too rich? Could risk reversals yield massive credits for long holders?
Plus, they analyze the macro picture: a potential Middle East peace deal, plummeting oil prices, shifting bond allocations, and why VIX cash flirted with a 22 handle before settling back down. The episode wraps up with a breakdown of VIX options flow (including heavy action on the June 18 puts) and a highly contested two-week Crystal Ball prediction that sees the panel split by over six points.
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After months of warning that volatility was being ignored, Dr. VIX finally gets a little revenge.
With the Nasdaq suffering its worst selloff of the year, VIX surging back toward the 20 handle, and volatility returning to the market, Mark Longo and Russell Rhoads break down what sparked the move and whether this is just another dip-buying opportunity or the beginning of a larger shift in sentiment.
The hosts explore the impact of stronger-than-expected jobs data, shifting interest rate expectations, rising concerns about massive AI infrastructure spending, and why companies may soon have less cash available for stock buybacks. They also examine what these developments could mean for equity valuations and volatility traders heading into the summer months.
In this episode:
VIX surges toward the 20 level Nasdaq suffers its worst decline of the year Is the AI spending boom becoming a problem? Why buybacks may be slowing down VIX futures and volatility term structure analysis Unusual activity in VIX options UVIX, UVXY and VXX trading activity Russell's Weekly Rundown Crystal Ball predictions for next weekIs this finally the comeback Dr. VIX has been waiting for, or will the bulls once again ride to the rescue?
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Volatility continued its retreat this week as equities marched higher and the VIX flirted with the 15 handle. On this episode, Mark Longo, Russell Rhoads, and Mark Sebastian break down the latest volatility landscape, including unusual VIX weekly trades, the ongoing debate around SVIX options liquidity, heavy put buying in semiconductor ETFs, Robinhood's AI-fueled rally, and what changing day-trading rules could mean for options volume. The crew also examines VIX term structure, volatility ETP opportunities, and whether a billion-contract options week is closer than many traders think. Plus, another round of Russell's Weekly Rundown and the Crystal Ball.
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The markets keep rallying, volatility keeps fading, and traders keep asking the same question: what could possibly go wrong?
This week on Volatility Views, Mark Longo, Russell Rhoads (Dr. VIX), and Jim Carroll of Ballast Rock Private Wealth dive into the "don't worry, be happy" market regime, VIX refusing to break higher, massive VIX weekly call activity, surprising market resilience in the face of geopolitical risk, and whether traders are underpricing uncertainty.
Plus:
• The rise of "Sexy Volatility" (VSXY)
• Urban legends, Bobby McFerrin, and market complacency
• Historic VIX weekly options activity
• Spot-up / vol-up behavior
• SVIX vs UVIX performance
• Crystal Ball forecasts and moreBrought to you by tastytrade: Open an account today and earn a double commission rebate up to $3,000 total on stock & ETF options trades for 30 days. Visit tastytrade.com/insider. Offer expires May 31, 2026. Terms apply.
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Summer has officially arrived in the vol markets. In this episode, Mark Longo and Russell Rhoads break down a week where the markets seemed to ignore everything from Middle East conflict to hot inflation numbers—until a Friday sell-off finally brought a splash of red to the screen.
The guys dive deep into the curious case of the "Unchanged Universe," where SVIX, UVIX, and VXX are sitting almost exactly where they were a week ago. Is this the start of a long, quiet "Volatility Summer," or is the market underestimating the impact of a new Fed regime?
Inside This Episode:
The Volatility Review: A look at the VIX cash spike to 18.50 and the rare "smile" skew appearing in the NASDAQ and Russell 2000.
China Sojourns & Tech Skew: Was there front-running ahead of the tech CEO trip to China?
VIX Option Flow: Analyzing massive positions in the June 65 calls and an intriguing August 1x2 ratio spread.
The "Unched" Report: Why SVIX and UVIX haven't moved in two weeks and what that means for your overriding strategies.
Crystal Ball: Mark and Russell place their bets on where vol heads as we approach the Memorial Day holiday.
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In this episode of Volatility Views, host Mark Longo checks in from the road at the Options Industry Conference (OIC) to break down a week of relentless market rallies and "upside crashes." Joining the show is Hans Albrecht from Option Pit, who steps into the hot seat to discuss why volatility isn't dropping despite the S&P 500 blowing past 7,300.
The duo explores the shifting market structure—from the rise of 0DTE (Zero Days to Expiration) options to the looming world of 24-hour options trading and AI-powered brokers. Plus, a look at the "Evil Hans" trope in fiction and why giving yourself "time to be wrong before you're right" is the ultimate trading edge.
Key Highlights Include:The OIC Briefing: Predictions for 18 billion contracts in 2024 and the legal battle over "trades vs. bets" in prediction markets.
The Upside Crash: Why the VIX is staying bid even as markets hit all-time highs—and the parabolic moves in names like Micron.
Market Structure Shifts: The impact of CTAs, vol-targeting funds, and leveraged ETFs on daily closing imbalances.
Volatility Term Structure: A deep dive into the contango/slope and why the October "midterm" futures are worth watching.
VIX Options Flow: Analyzing the massive activity in June 65 calls and the unwinding of May upside verticals.
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The bulls are charging, and volatility is getting "taken to the woodshed." Join Mark Longo, Russell Rhoads (the "Volatility Closet" resident), and Mark Sebastian (the "Greasy Meatball") as they break down a massive week in the markets. From the "mother of all tech earnings weeks" to the generational spending on AI, the crew explores why the VIX remains under pressure despite global geopolitical turmoil and a hawkish-leaning Fed.
In this episode, the team dives into:
The Volatility Review: A post-mortem of the April markets, the impact of the FOMC meeting, and how mega-cap tech earnings are reshaping the volatility landscape.
VIX vs. VVIX: Russell analyzes the relationship between the VIX and the "Vol of Vol," and whether the current divergence is the ultimate fade signal.
Russell's Weekly Rundown: A look at the weird and wild trades hitting the tape, including a "penny" VIX binary and a 21-19-17 put fly.
The Crystal Ball: The guys place their bets on where the VIX cash will settle next week.
Pro Trading Crate: Announcing the April winner and the debut of Dan Passarelli's brand-new book.
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Is the traditional volatility conference a dying breed? This week on Volatility Views, host Mark Longo and the "Once, Future, and Present Dr. VIX," Russell Rhoads, dive into the shifting landscape of institutional trading events—from the legendary "swag mazes" of the CBOE Risk Management Conference (RMC) to the distinct lack of retail-friendly education in the space.
The duo breaks down a week of head-scratching market action where the S&P 500 hits new all-time highs while the VIX remains surprisingly "spicy" due to geopolitical uncertainty and ceasefire extensions.
Highlights include:
The RMC Swag Report: Russell reviews the high-end gear at this year's conference and the curious absence of electronic swag.
The VVIX/VIX Ratio: A deep dive into using this relationship as a hard trading indicator.
VIX Options Flow: Analysis of massive prints in the May and June cycles, including a rare 15,000-lot weekly trade that caught Russell's eye.
The "Hair Dryer" Hedge: A wild look at betting markets and a Polymarket trader who allegedly rigged a weather-based bet.
Crystal Ball: Mark and Russell place their bets on the VIX handle for next week.
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Is it "opposite day" in the financial markets? In this episode of Volatility Views, Mark Longo is joined by Russell Rhoads (Dr. VIX), Andrew Giovinazzi from Option Pit, and Scott Nations from Nations Indexes to deconstruct a wild week where bad news for the world seemingly became fuel for a massive equity rally.
The team dives deep into the "Bizarro" nature of the current landscape—where a blockade of the Strait of Hormuz resulted in a market surge and a ceasefire triggered explosive upside momentum.
Key topics include:
The Volatility Review: A look at VIX Cash levels, the collapse of VVIX, and the surprising lack of "flight to quality" in gold and treasuries.
Bizarro Markets: How the S&P 500 reached new highs despite crude oil remaining significantly elevated.
RMC Insights: Russell Rhoads shares his top-level takeaways from the latest Risk Management Conference (RMC), including the shift toward buffered ETFs and the latest research on VIX futures reactions to spot.
VIX Options Flow: A breakdown of massive volume in May and June strikes, including a look at the "Scott Nations Special" deep out-of-the-money calls.
The Crystal Ball: The team peers into the future to predict where the VIX and Volley will land next week.
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On this episode, Mark Longo, Russell Rhoads (the "Dr. VIX"), and Andrew Giovinazzi of Option Pit dive into a wild week in the vol markets. After a massive relief rally triggered by ceasefire headlines, the crew explores whether the "guns going silent" has permanently dampened the VIX or if we're just in a "hurry up and wait" market.
In this episode, we cover:
The Ceasefire Surge: How the S&P 500 roared back past 6,800 and what it meant for VIX cash and Volley.
Volatility Review: A breakdown of the 10-point VIX drop in two weeks and the "spicy" CPI numbers hitting the tape.
The Weekly Rundown: Russell breaks down a "Hall of Fame" trade—turning 9 cents into $1.60—and the rise of deep-in-the-money put spreads.
Futures & Curves: Is the return of contango an opportunity or a trap? Plus, a look at the October "Midterm Vol" and the front-month April futures.
The Crystal Ball: The team places their bets on where the VIX will land next week. Will we see a sub-20 handle or a weekend reversal?
Check out more from the Options Insider Radio Network: * Pro Q&As and Exclusives: TheOptionsInsider.com/Pro
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The "warm turns" mid-week as the post-Iran conflict pattern continues to haunt the markets. In this episode, Mark Longo, Mark Sebastian, and Dr. Russell Rhoads break down why the VIX is finally showing its teeth and whether the 30 handle is the new normal.
Inside this episode:
The Volatility Review: A deep dive into the "Weekend Trade" dynamics, the spike in VVIX, and why the "bus drivers" of this market—Oil and Bonds—are screaming for attention.
The Looming Specters: Analysis of the OECD's revised inflation forecasts and why the "R-word" (Recession) is starting to echo across Europe and the US.
VIX Options Insight: Are the 15 puts dead? We look at the massive flow into April 20 and 19 puts, and the debut of some "psychologically relevant" strikes.
Russell's Weekly Rundown: Dr. VIX explores the "most important election of our lifetime" trade and highlights a rare appearance of the April 39 calls.
ETP Check-in: The shifting liquidity from UVXY to UVIX and how to manage the "ulcer index" in a backwardation environment.
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In this episode of Volatility Views, the crew breaks down a week of intense market swings driven by escalating Middle East conflict and a stunning shift in the Fed's long-term rate outlook. We also pay tribute to the legendary Chuck Norris (1940–2026) and discuss why his passing—and the spirit of Lone Wolf McQuade—is the perfect metaphor for today's "fighting" markets.
Key Topics Covered:
The 2027 Pivot: Why the market is suddenly pricing in a "higher for much longer" regime, with the next potential rate move shifting toward late 2027.
Geopolitical Volatility: How the Iran-Israel conflict and threats to oil supply chains are keeping the VIX term structure in a state of nervous backwardation.
The Gretchen Bullseye: Russell Rhoads' model nails the VIX Cash settlement at 26.26. We look at the next prediction for the week ahead.
The UVIX "Open-to-Open" Edge: A deep dive into Russell's new back-tested strategy for trading volatility ETPs over the weekend.
VIX Option Flow: Analyzing the massive April 80 call interest and why the "May 47.5" trade just rolled to August.
Featured Guests:
Mark Longo (The Options Insider)
Andrew Giovinazzi (Option Pit)
Russell Rhoads (VIX Expert & Author)
Links: Get more at TheOptionsInsider.com/Pro
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It's a spooky Friday the 13th on the Options Insider Radio Network! This week, the panel gathers to dissect a market that is being haunted by more than just superstitions. From explosive moves in energy to a bond market that is sending shockwaves through the 60/40 portfolio, the "murderers' row" of vol experts covers it all.
On the Docket:
The Energy "Memification": Mark Sebastian breaks down the "algo madness" in Crude Oil and why the move to $120 was a mechanical outlier.
The Bond Market Cracks: Dr. Russell Rhoads and Jim Carroll discuss why "9 Vol" in the 10-year Treasury is the equivalent of a 40 VIX and what it means for interest rate expectations.
VIX as a Passenger: Why the VIX is "yawning" at 27 despite the red across the screens.
The Weekly Rundown: Dr. Rhoads reviews a litany of "crappy trades" and highlights a massive 20,000-lot mystery trade in the VIX weeklies.
Crystal Ball: Will next week bring a "Jalapeño" spike or a "Vanilla" retreat? The team places their bets on the next VIX settlement.
Featuring:
Host: Mark Longo, The Options Insider
The Greasy Meatball: Mark Sebastian, Option Pit
The Professor Dr. VIX: Dr. Russell Rhoads, IU Adjunct Professor
The Vixologist: Jim Carroll, Ballast Rock Private Wealth -
The VIX is screaming higher, hitting a 27 handle as the "Danger Zone" officially reopens. On this episode of Volatility Views, Mark Longo is joined by Russell Rhoads, Andrew Giovinazzi, and Matt Amberson to break down a chaotic week fueled by active conflict in the Middle East and a "charitably termed" terrible non-farm payrolls number. Plus, the legend himself, Kenny Loggins, returns to the program as volatility looks skyward.
On this episode, the panel dives into:
The Volatility Review: Analyzing the 6-point spike in VIX Cash and the massive 15-point jump in the VVIX.
The Oracle of New Hampshire: Matt Amberson (ORATS) explains why things are spicy enough for him to start buying straight puts.
Russell Rhoads' Weekly Rundown: A deep dive into VIX option flow, including the massive interest in the March 20 puts and the July 60 calls.
The Return of the Loggins: Kenny Loggins joins the show as the market flirts with "panic" territory and the backwardation deepens.
Stagflation Worries: Andrew Giovinazzi and the team discuss why $90 oil and bad employment data are a nightmare for the Fed.
Crystal Ball: The team makes their bold (and high) VIX prognostications for next week.
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Tech wreckage is cutting the knees off the market, and the volatility panel is seeing red. This week, Mark Longo, Mark Sebastian, and Russell Rhoads dive into why the VIX is firming up despite the market sitting near all-time highs.
Topics Breakdown:
The Inflation Ghost: Why hotter inflation data is spooking the vol curve and keeping VIX above 20.
The March 35 Calls: Why is this strike dominating the tape every single day?
UVIX Management: A deep dive into "The Riddle of UVIX." We workshop how to use covered calls to offset decay without capping your "catastrophe hedge" upside.
Election Vol: The November VIX cycle has entered the chat. Is it too early to hedge the midterms?
Institutional Skullduggery: Discussing the Jane Street/Bitcoin lawsuit and the "Goldman Sachs fist punch" in financials.
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Is the market teetering on the edge of a "seminal collapse"? On this episode of Volatility Views, Mark Longo, Mark Sebastian (the "Meatball"), and Russell Rhoads (Dr. VIX) break down a chaotic week in the vol markets. From the aftermath of a legendary "V-Death Match" on the Pro network to the Supreme Court's ruling on tariffs, the team explores why the VIX is hovering near 20 despite indices sitting near all-time highs.
Inside This Episode:The Volatility Review: A deep dive into the "weird" market reaction following the Supreme Court tariff ruling, spicy PCE data, and the decoupling of the Mag Seven from the rest of the market.
The Private Credit Fiasco: Mark Sebastian sounds the alarm on cross-asset margining, Bitcoin's "teetering" state, and the potential for a Michael Saylor "apology tour."
The VIX Mothership: Analysis of the massive call buying in March, April, and even May 70/80 strikes. Is someone hedging for a black swan?
Russell's Weekly Rundown: Breaking down the "best option trade ever seen" using July 100 calls to finance downside protection.
The Weekend Trade: With carrier groups moving in the Gulf and geopolitical tensions rising, is it time to load up on UVIX?
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The "Buy the Dip" mentality was put to the test this week. Host Mark Longo is joined by Dr. Russell Rhoads (the "Once, Future, and Present Dr. VIX") and Andrew Giovinazzi (The Rock Lobster) to break down a wild week that saw the VIX touch the 22 handle before a massive intraday reversal.
In this episode, the crew dives into:
The Volatility Review: Analyzing the impact of the rare midweek non-farm payrolls and the latest CPI data on market sentiment.
AI Narrative Shift: Is the "AI is good for everything" bubble finally bursting? A look at multiple compression in the Mag Seven and the "Grizzly Adams" view of the market.
Russell's Weekly Rundown: Dr. Russell Rhoads breaks down the "clown show" trades in the weeklies, the impact of the VIX bid-ask spread on morning spikes, and why the current correlation data suggests 2026 is behaving like a different beast.
Crystal Ball: The team places their bets on where the VIX will settle next week as we head into a holiday-shortened trading session.
Plus: A massive announcement regarding Vol Death Match 2.0: The Flow Master vs. Scott Nations. Find out how you can submit topics and judge the victor at TheOptionsInsider.com/pro .
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