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Listen "The Return of Volatility"
Episode Synopsis
In this episode of the OPEX Effect podcast, Brent Kochuba and Jack Forehand discuss the current market turmoil and its potential impact on options flows. They analyze how the geopolitical conflict in the Middle East, coupled with rate volatility and the upcoming U.S. elections, is causing a shift in the market environment from a period of volatility suppression to one of increased volatility. The hosts examine various indicators, such as correlation, dispersion, and the VIX, to highlight the unwinding of previous market flows and the potential for a new volatility regime. They also discuss the implications of the VIX expiration occurring before the equity options expiration and how this could impact the market in the coming week.
DOWNLOAD THE SLIDE DECK
https://excessreturnspod.com/opexeffectapril2024.pdf
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FOLLOW JACK ON TWITTER
https://twitter.com/practicalquant
DOWNLOAD THE SLIDE DECK
https://excessreturnspod.com/opexeffectapril2024.pdf
MORE INFORMATION ABOUT SPOTGAMMA
https://www.spotgamma.com
FOLLOW BRENT ON TWITTER
https://twitter.com/spotgamma
FOLLOW JACK ON TWITTER
https://twitter.com/practicalquant
More episodes of the podcast The OPEX Effect
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Vol Is Crushed. Risk Isn’t | What the Largest OPEX In History Tells Us About What Comes Next
14/09/2025
All-Time Highs. Record Complacency | What the Options Market Tells Us About What Comes Next
14/07/2025
An Unprecedented Lack of Liquidity: What the Options Market Tells Us About What Comes Next
19/04/2025
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