IBKR Podcasts

It’s Option Implied Volatility Time[Spread]

Mat Cashman Mat Cashman, Principal of Investor Education at the OCC joins IBKRs Senior Trading Education Specialist Jeff Praissman to discuss the concept of implied volatility and duration in pricing  time spreads.
Contact Information:
For more free options education from The Options Industry Council (OIC), an industry resource provided by OCC, visit OptionsEducation.org.
Have an options-related question? Contact the OCC Investor Education team at options@theocc.com or via live chat on OptionsEducation.org.
Connect with OIC Instructor, Mat Cashman.
DISCLOSURE: OPTIONS (WITH MULTIPLE LEGS)
Options involve risk and are not suitable for all investors. For information on the uses and risks of options, you can obtain a copy of the Options Clearing Corporation risk disclosure document titled Characteristics and Risks of Standardized Options by visiting ibkr.com/occ. Multiple leg strategies, including spreads, will incur multiple transaction costs.

Bondmageddon

A confluence of factors has put paid to calm within the US bond market: Joe Burke and Andrew Wilkinson discuss a mountain of new issuance by the US government, strength across the US economy and the impact of Bank of Japan policy causing domestic investors to favor local debt over the traditional safe haven of US debt.

Might Correlation be the Key to Understanding VIX?

What sort of topics arise when two options market veterans sit down for a conversation?  Volatility, correlation, bonds, and of course, 0DTE and Volmageddon.  For the latest IBKR Podcast, Mandy Xu, VP and head of derivatives markets intelligence at Cboe, joins Steve Sosnick, chief strategist at IBKR, to discuss these topics and much, much more.
 
Useful Links:   
VIX Definition: From VIX Index (cboe.com) : “The VIX Index is a calculation designed to produce a measure of constant, 30-day expected volatility of the U.S. stock market, derived from real-time, mid-quote prices of S&P 500® Index (SPX℠) call and put options.” 
An explainer about the differences between cash settled index options and equity options that deliver underlying shares: Understanding Index Options | Traders’ Insight (ibkrcampus.com) 
Cboe Implied Correlation index Indices: Implied Correlation (cboe.com) 
Cboe® iBoxx® iShares® Corporate Bond Index Futures and Options on Futures: IBHY/IBIG-Cboe Corporate Bond Index Futures 
Cboe White Paper: The Rise of SPX & 0DTE Options (cboe.com) 
 
DISCLOSURE: OPTIONS TRADING
Options involve risk and are not suitable for all investors. Multiple leg strategies, including spreads, will incur multiple commission charges. For more information read the “Characteristics and Risks of Standardized Options” also known as the options disclosure document (ODD) or visit ibkr.com/occ

Might Hotter Weather Bring Hotter Inflation?

Steve Sosnick, chief strategist, is joined by Jose Torres, senior economist, and Joe Burke, head of fixed income.  They discuss the July employment report, the ramifications of the 2-10 inversion, and how hotter weather might be affecting gasoline prices, utility expenditures, and thus consumers’ finances.

You’re My Hero, Zero[DTE] Options

Will McBride and Dmitry Pargaminik, cofounders of Market Chameleon join IBKR’s Jeff Praissman to Zero Days To Expiration Options.
Contact Information:
https://marketchameleon.com/
support@marketchameleon.com
Note: Any performance figures mentioned in this podcast are as of the date of recording (July 10, 2023).
DISCLOSURE: OPTIONS (WITH MULTIPLE LEGS)
Options involve risk and are not suitable for all investors. For information on the uses and risks of options, you can obtain a copy of the Options Clearing Corporation risk disclosure document titled Characteristics and Risks of Standardized Options by visiting ibkr.com/occ. Multiple leg strategies, including spreads, will incur multiple transaction costs.

Inflation and the Two Speed Economy

Michael Normyle – Nasdaq’s US Economist joins IBKR’s Andrew Wilkinson and Jeff Praissman to discuss the current state of the economy and how manufacturing and services are pulling it in two different directions.
Contact Information:
Email:  Michael.Normyle@nasdaq.com
Web:   www.nasdaq.com
 
Note: Any performance figures mentioned in this podcast are as of the date of recording (July 17, 2023).

H4L – An Introduction to Higher for Longer

With a 90% expectation that the Fed will lift rates again at its July meeting Neil Azous discusses the number one question amongst portfolio Managers these days, which is reinvestment risk and how far along the yield curve they should target.
Sponsor Information:
Email:  nazous@rareviewcapital.com   
Web:   www.rareviewcapital.com
Note: Any performance figures mentioned in this podcast are as of the date of recording (July 20, 2023).

Volatility Topics: An Asset Class? SPIKES. Volmageddon? 0DTE

Joe Tigay, CTO of Equity Armor Investments, and Kaitlin Meyer, VP at MIAX Exchanges, join Steve Sosnick, Interactive Brokers’ chief strategist, for a wide ranging discussion about volatility.  Topics include: whether volatility is indeed an asset class, will the current low-vol regime persist, and tools for expressing views about volatility, including MIAX’ suite of SPIKES products.
Contact Info:
LinkedIn – Company:https://www.linkedin.com/company/miax-exchange-group/
Website:https://www.miaxoptions.com/
Note: Any performance figures mentioned in this podcast are as of the date of recording (June 28, 2023).
DISCLOSURE: OPTIONS TRADING
Options involve risk and are not suitable for all investors. Multiple leg strategies, including spreads, will incur multiple commission charges. For more information read the “Characteristics and Risks of Standardized Options” also known as the options disclosure document (ODD) or visit ibkr.com/occ