Russell Rhoads
VIX expert and author who contributes volatility analysis, runs segments like Russell's Weekly Rundown and the 'Gretchen' VIX prediction model, and discusses volatility ETP strategies.
Top 5 podcasts with Russell Rhoads
Ranked by the Snipd community
Mar 20, 2026 • 1h
Volatility Views 673: Geopolitical Risk and the Death of Lone Wolf McQuade
Russell Rhoads, VIX expert and author who builds volatility models and ETP strategies, breaks down market swings from Middle East conflict and a surprising shift to a 2027 rate pivot. He explains geopolitical-driven backwardation in VIX term structure. Russell also reviews big VIX option flows, his Gretchen model hit, and a weekend UVIX open-to-open trading edge.
Apr 4, 2025 • 1h 3min
Volatility Views 627: Emergency Session as Tariff Madness Rocks the Market
In a thrilling discussion, Russell Rhoads, also known as Dr. VIX from the University of Indiana, and Andrew Giovinazzi, nicknamed The Rock Lobster from optionpit.com, tackle the market chaos triggered by surging tariffs and a skyrocketing VIX. They analyze unprecedented trading patterns, the muted volatility earlier in the week, and the shaky response from SVIX. The duo also predicts upcoming trends, blending cautious optimism with strategic insights, and offers a humorous yet rich dialogue on navigating volatility amid complex geopolitical tensions.
Apr 4, 2025 • 1h 3min
Volatility Views 627: Emergency Session as Tariff Madness Rocks the Market
In this discussion, Russell Rhoads, also known as Dr. VIX from the University of Indiana, and Andrew Giovinazzi, The Rock Lobster from optionpit.com, tackle a chaotic week in the markets. They analyze the surge in VIX to the 40s and the surprising volatility patterns that emerged. The duo dissects notable trades in VIX options while sharing insights on trading strategies amid the turbulence. With geopolitical anxieties at play, they offer cautious predictions for upcoming market movements, urging listeners to stay vigilant.
Nov 22, 2024 • 1h 6min
Volatility Views 609: VIX Calls, SPX Puts and European Vol Rumblings
Mark Sebastian, an options trader and volatility expert, joins Russell Rhoads, a professor specializing in derivatives, and Noel Smith, CIO at Convex Asset Management. They explore the latest trends in the US and European volatility markets, including exciting trading activities around VIX and SPX options. The trio debates the best hedging strategies, analyzes the impact of geopolitical tensions on market volatility, and predicts future movements in VIX and VSTOXX, all while sharing personal insights and market sentiment.
Aug 9, 2024 • 58min
Volatility Views 594: Lessons Learned from a Wild Week
Mark Sebastian, an expert in volatility trading from Option Pit, joins Russell Rhoads, an academic at the Kelley School of Business, to unpack a week of wild market swings. They dive into the dramatic VIX cash surge hitting 65 and the savvy use of VIX calls by SVIX to navigate the chaos. The duo analyzes intriguing trading movements in various volatility products and discusses whether recent market events disrupted VIX options' top standings. They also share predictions for future VIX trends, offering insights for volatility traders.
