TWIFO 181: The Highs and Lows of 2019

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.