In this short clip from Macro-To-Micro Options Power Hour recorded on May 7, 2025, Samantha LaDuc and Hans Albrecht discuss how market volatility has temporarily calmed, with fear gauges like VIX and VVIX pulling back, signaling a short-term breather in risk.
However, they caution that the VIX futures curve still reflects underlying market stress, making this a time to revisit hedges and plan for renewed volatility, especially in July.
Hans walks through how to structure multi-leg VIX option trades, emphasizing time value, volatility skew, and the importance of staying patient and sizing down while waiting for better opportunities.
They also warn that small caps remain vulnerable if rate cuts don’t arrive and that current market strength could lead to a “buy the rumor, sell the news” scenario heading into June.
