Derek and Jay discuss whether the option markets via Volatility Indexes are underrating potential market turmoil. Plus, they debate whether fears of the US defaulting on Treasury Bonds is Overrated?
ZEGA’s April 2023 Performance Numbers Release
Status of Current HiPOS Conservative Trade - With 5 trading days remaining until the expiration on May 19th, the markets have continued to trade within a range.
Jay and Derek are back where they do a deep dive into dividends. There are a lot of misconceptions around things like total return vs price return, ex-dates, payable dates, record date and more.
HiPOS Conservative Trade Update - HiPOS is a systematic approach to selling volatility to generate monthly income. It is not trying to pick the direction of markets. Nor is it trying to predict fundamental things like earnings.
Derek and Jay are back again to discuss the CBOE launching a new 1 Day VIX Index and what it means in relation to the viability of the traditional VIX Index. Plus, they note that 1 month treasury bill yields are far below the 3 month which is odd when looking historically at the relationship.