Options Jive Podcast
https://www.tastytrade.com
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℗ & © 2011 tastytrade, Inc.
The tastytrade network teaches investors innovative, simple ways to trade stocks, options, and futures, take advantage of market volatility and build a successful portfolio. Tom Sosnoff leads an irreverent and playful band of floor traders who are show...
tastytrade, Inc.
If you want to trade like a tastytrader, you have to learn how to talk like a tastytrader. Sit down with Tom and Tony as they dish out and discuss popular trading topics that give you an edge when opening, closing and managing your trades.
If you want to trade like a tastytrader, you have to learn how to talk like a tastytrader. Sit down with Tom and Tony as they dish out and discuss popular trading topics that give you an edge when opening, closing and managing your trades.
tastytrade, Inc.
support@tastytrade.com

Options Jive  September 18, 2019  Rates: Higher, Lower, or Sideways?
Interest rates have become one of the most dynamic markets in recent months as the Federal Reserve has gone from a hiking to a cutting environment. With another Fed meeting set to go off this afternoon, Tom and Tony cover probabilities of Fed action, l...
Interest rates have become one of the most dynamic markets in recent months as the Federal Reserve has gone from a hiking to a cutting environment. With another Fed meeting set to go off this afternoon, Tom and Tony cover probabilities of Fed action, likely ranges for interest rate markets, and opportunity around products like /ZB and TLT.
The guys give you all the info you'll need when trading today's Fed event, so don't miss out on this valuable show.
http://feeds.tastytrade.com/media/95365/TTL_OJ_02_190918_POD.m4a
Wed, 18 Sep 2019 09:14:00 0500
911.256

Options Jive  September 18, 2019  Rates: Higher, Lower, or Sideways?
Interest rates have become one of the most dynamic markets in recent months as the Federal Reserve has gone from a hiking to a cutting environment. With another Fed meeting set to go off this afternoon, Tom and Tony cover probabilities of Fed action, l...
Interest rates have become one of the most dynamic markets in recent months as the Federal Reserve has gone from a hiking to a cutting environment. With another Fed meeting set to go off this afternoon, Tom and Tony cover probabilities of Fed action, likely ranges for interest rate markets, and opportunity around products like /ZB and TLT.
The guys give you all the info you'll need when trading today's Fed event, so don't miss out on this valuable show.
http://feeds.tastytrade.com/media/95364/TTL_OJ_02_190918_SEG_EDIT.mp4
Wed, 18 Sep 2019 09:14:00 0500
699.632

Options Jive  September 18, 2019  Velocity of Risk
Velocity of risk is where traders perceive the most risk. For example, for equities, the velocity of risk is to the downside because when markets drop, they drop much faster than they rise on average. For commodities, the velocity of risk is to the ups...
Velocity of risk is where traders perceive the most risk. For example, for equities, the velocity of risk is to the downside because when markets drop, they drop much faster than they rise on average. For commodities, the velocity of risk is to the upside meaning that commodities tend to crash upward much faster than they drop to the downside.
To determine where the risk of a market lies, look at the option chain and pick a delta of a put and call option. At the same delta, if the put is more expensive than the call, then that market exhibits downside risk. If the call is more expensive, the market exhibits upside risk.
http://feeds.tastytrade.com/media/95361/TTL_OJ_190918_POD.m4a
Wed, 18 Sep 2019 08:23:00 0500
604.104

Options Jive  September 18, 2019  Velocity of Risk
Velocity of risk is where traders perceive the most risk. For example, for equities, the velocity of risk is to the downside because when markets drop, they drop much faster than they rise on average. For commodities, the velocity of risk is to the ups...
Velocity of risk is where traders perceive the most risk. For example, for equities, the velocity of risk is to the downside because when markets drop, they drop much faster than they rise on average. For commodities, the velocity of risk is to the upside meaning that commodities tend to crash upward much faster than they drop to the downside.
To determine where the risk of a market lies, look at the option chain and pick a delta of a put and call option. At the same delta, if the put is more expensive than the call, then that market exhibits downside risk. If the call is more expensive, the market exhibits upside risk.
http://feeds.tastytrade.com/media/95360/TTL_OJ_190918_SEG_EDIT.mp4
Wed, 18 Sep 2019 08:23:00 0500
392.425

Options Jive  September 11, 2019  Opportunity in Volatility Divergence
Recently we have been discussing the outlier chance of the pound being on par with US dollar at 2%. While we have looked at the pound's volatility, we did not compare it to the highly correlated Euro. When looking at this pair we see that volatilities ...
Recently we have been discussing the outlier chance of the pound being on par with US dollar at 2%. While we have looked at the pound's volatility, we did not compare it to the highly correlated Euro. When looking at this pair we see that volatilities have greatly diverged.
With the current spread between pounds and euros hovering around 8%, the market is easily in the top 10th percentile. One can trade the difference in volatility with options, but the trade isn't guaranteed to profit even if the volatilities revert.
Check out today's segment as Tom and Tony discuss ways we can play this pair.
http://feeds.tastytrade.com/media/95141/TTL_OJ_02_190911_POD.m4a
Wed, 11 Sep 2019 09:04:00 0500
708.768
Pairs Trading

Options Jive  September 11, 2019  Opportunity in Volatility Divergence
Recently we have been discussing the outlier chance of the pound being on par with US dollar at 2%. While we have looked at the pound's volatility, we did not compare it to the highly correlated Euro. When looking at this pair we see that volatilities ...
Recently we have been discussing the outlier chance of the pound being on par with US dollar at 2%. While we have looked at the pound's volatility, we did not compare it to the highly correlated Euro. When looking at this pair we see that volatilities have greatly diverged.
With the current spread between pounds and euros hovering around 8%, the market is easily in the top 10th percentile. One can trade the difference in volatility with options, but the trade isn't guaranteed to profit even if the volatilities revert.
Check out today's segment as Tom and Tony discuss ways we can play this pair.
http://feeds.tastytrade.com/media/95140/TTL_OJ_02_190911_SEG_EDIT.mp4
Wed, 11 Sep 2019 09:04:00 0500
497.163
Pairs Trading

Options Jive  September 11, 2019  Gambler's Fallacy
The gambler's fallacy is a notion that believes the outcome of a random event can be predicted.
Some popular financial media outlets and even tastytrade to some degree fall prey to the gamblers fallacy by picking direction due to trends, or bucking ...
The gambler's fallacy is a notion that believes the outcome of a random event can be predicted.
Some popular financial media outlets and even tastytrade to some degree fall prey to the gamblers fallacy by picking direction due to trends, or bucking the trend because of a sharp move.
Now let’s say your past three trades are losers averaging $100 per trade.
Does this mean that you should place a larger position next time, expecting that your P/L will revert back to the 14year average of $59?
NO! This exposes you to more risk wile your probability of profit stays the same.
http://feeds.tastytrade.com/media/95137/TTL_OJ_190911_POD.m4a
Wed, 11 Sep 2019 08:23:00 0500
619.08

Options Jive  September 11, 2019  Gambler's Fallacy
The gambler's fallacy is a notion that believes the outcome of a random event can be predicted.
Some popular financial media outlets and even tastytrade to some degree fall prey to the gamblers fallacy by picking direction due to trends, or bucking ...
The gambler's fallacy is a notion that believes the outcome of a random event can be predicted.
Some popular financial media outlets and even tastytrade to some degree fall prey to the gamblers fallacy by picking direction due to trends, or bucking the trend because of a sharp move.
Now let’s say your past three trades are losers averaging $100 per trade.
Does this mean that you should place a larger position next time, expecting that your P/L will revert back to the 14year average of $59?
NO! This exposes you to more risk wile your probability of profit stays the same.
http://feeds.tastytrade.com/media/95136/TTL_OJ_190911_SEG_EDIT.mp4
Wed, 11 Sep 2019 08:23:00 0500
407.44

Options Jive  September 4, 2019  The History and Future of Pounds
As yet another Brexit deadline looms, the British Pound has experienced a great deal of volatility. Pounds have breached multiyear lows against the dollar, and traders are pricing in a decent chance that they reach par against the USD by the end of the...
As yet another Brexit deadline looms, the British Pound has experienced a great deal of volatility. Pounds have breached multiyear lows against the dollar, and traders are pricing in a decent chance that they reach par against the USD by the end of the year.
Tom and Tony talk through the historical context around movement like this in the British currency before looking at their current positions in pound futures (/6B). Check out what the guys have to say about opportunity in this volatile currency.
http://feeds.tastytrade.com/media/94909/TTL_OJ_190904_POD.m4a
Wed, 04 Sep 2019 09:01:00 0500
790.296

Options Jive  September 4, 2019  The History and Future of Pounds
As yet another Brexit deadline looms, the British Pound has experienced a great deal of volatility. Pounds have breached multiyear lows against the dollar, and traders are pricing in a decent chance that they reach par against the USD by the end of the...
As yet another Brexit deadline looms, the British Pound has experienced a great deal of volatility. Pounds have breached multiyear lows against the dollar, and traders are pricing in a decent chance that they reach par against the USD by the end of the year.
Tom and Tony talk through the historical context around movement like this in the British currency before looking at their current positions in pound futures (/6B). Check out what the guys have to say about opportunity in this volatile currency.
http://feeds.tastytrade.com/media/94908/TTL_OJ_190904_SEG_EDIT.mp4
Wed, 04 Sep 2019 09:01:00 0500
578.645

Options Jive  August 28, 2019  Reaping the Rewards of Volatility
This segment of Options Jive takes a closer look at how premium and implied moves change with high and low volatility environments.
Recently, stock volatility has been oscillating around 20%. So let’s take a look at what happens to options in high a...
This segment of Options Jive takes a closer look at how premium and implied moves change with high and low volatility environments.
Recently, stock volatility has been oscillating around 20%. So let’s take a look at what happens to options in high and low volatility environments. As volatility increases, options become more expensive. This means premium will be greater in high volatility environments. Implied ranges and widths of options also increase as volatility increases.
Therefore, short volatility strategies reap large profits in high volatility environments.
http://feeds.tastytrade.com/media/94713/TTL_OJ_02_190828_POD.m4a
Wed, 28 Aug 2019 09:02:00 0500
799.224

Options Jive  August 28, 2019  Reaping the Rewards of Volatility
This segment of Options Jive takes a closer look at how premium and implied moves change with high and low volatility environments.
Recently, stock volatility has been oscillating around 20%. So let’s take a look at what happens to options in high a...
This segment of Options Jive takes a closer look at how premium and implied moves change with high and low volatility environments.
Recently, stock volatility has been oscillating around 20%. So let’s take a look at what happens to options in high and low volatility environments. As volatility increases, options become more expensive. This means premium will be greater in high volatility environments. Implied ranges and widths of options also increase as volatility increases.
Therefore, short volatility strategies reap large profits in high volatility environments.
http://feeds.tastytrade.com/media/94711/TTL_OJ_02_190828_SEG_EDIT.mp4
Wed, 28 Aug 2019 09:02:00 0500
587.587

tastytrade LIVE  August 28, 2019  Trade Statistics Convergence
This segment of Options Jive discusses how we can reach the theoretical statistics we cite in studies.
In many past studies, we have cited the average P/L. This average P/L represents the theoretical mean for a distribution of trades. To reach the a...
This segment of Options Jive discusses how we can reach the theoretical statistics we cite in studies.
In many past studies, we have cited the average P/L. This average P/L represents the theoretical mean for a distribution of trades. To reach the average P/L, we want the distribution of our trades to be as close as possible to the average P/L (theoretical mean).
This means we want to reduce the variance of our trades so most are centered around the average P/L. Based on the Central Limit Theorem, the more we trade, the smaller the variance. Therefore, reaching a performance equivalent to the cited statistics involves increasing the number of trades.
http://feeds.tastytrade.com/media/94708/TTL_OJ_190828_POD.m4a
Wed, 28 Aug 2019 08:28:00 0500
630.0

tastytrade LIVE  August 28, 2019  Trade Statistics Convergence
This segment of Options Jive discusses how we can reach the theoretical statistics we cite in studies.
In many past studies, we have cited the average P/L. This average P/L represents the theoretical mean for a distribution of trades. To reach the a...
This segment of Options Jive discusses how we can reach the theoretical statistics we cite in studies.
In many past studies, we have cited the average P/L. This average P/L represents the theoretical mean for a distribution of trades. To reach the average P/L, we want the distribution of our trades to be as close as possible to the average P/L (theoretical mean).
This means we want to reduce the variance of our trades so most are centered around the average P/L. Based on the Central Limit Theorem, the more we trade, the smaller the variance. Therefore, reaching a performance equivalent to the cited statistics involves increasing the number of trades.
http://feeds.tastytrade.com/media/94707/TTL_OJ_190828_SEG_EDIT.mp4
Wed, 28 Aug 2019 08:28:00 0500
418.351