How Options Strategist Sosnick Is Trading the VIX

Steve Sosnik from Interactive Brokers discusses market fluctuations, focusing on the volatility in the bond market compared to stocks. He analyzes the VIX curve, noting its predictive nature and the challenges of trading volatility. Sosnik emphasizes the risks of being net short on volatility and suggests that such strategies are best left to professionals. He highlights the importance of discipline and deep pockets when engaging in these trades.

What factors are contributing to the current volatility in the bond market according to the discussion?

How does the VIX curve relate to market predictions for volatility?

How did the market react to the fourth quarter sell-off according to the speaker?

What are the risks associated with being net short volatility as mentioned in the text?

What strategies are suggested for trading volatility in the current market conditions?