TWIFO 181: The Highs and Lows of 2019
- HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
- CO-HOST: SEAN SMITH, MD OF DERIVATIVES LICENSING, FTSE RUSSELL
- CME HOTSEAT GUEST: RUSSELL RHOADS, HEAD OF DERIVATIVES RESEARCH, TABB GROUP
WHAT WERE THE MOVERS AND SHAKERS IN FUTURES OPTIONS FOR THE YEAR?
TOP 5
- PALLADIUM: + 58%
- NASDAQ 100 EMINI: + 35.8%
- CLASS 3 MILK: +35.5%
- EURODOLLARS: 34.5%
- WTI: +31.5%
EQUITIES
- TRADE WAR OPTIMISM LIFTING MARKETS, CRUSHING VOLATILITY
- VIX: 12.5 - DOWN 2 FROM LAST SHOW
- VVIX: 98.75 - DOWN 4.75 FROM LAST SHOW
- RVX: 14.25 - DOWN 2.75 FROM LAST SHOW
- VIX/RVX SPREAD: 1.75 - MUCH NARROWER FROM LAST SHOW
- DON'T LOOK NOW BUT SMALL CAPS ARE BREAKING OUT
CRYPTO
- CME Bitcoin futures (BTC) turn two on Wednesday, December 18.
FUTURES OPTIONS FEEDBACK
- QUESTION FROM AVAST!: What were your surprises for the year in fut-opts?
- QUESTION FROM ANGEL: Is there a level at which the rvx/vix trade becomes particularly attractive.