Volatility Views 664: A Terrible Year for Negative Correlation
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Volatility Views 664: A Terrible Year for Negative Correlation
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In this episode, Mark Longo is joined by Dr VIX Russell Rhoads and Andrew Giovinazzi (The Rock Lobster) to conduct a "post-mortem" on 2025 and break down the surprising trends defining the start of 2026.
The team dives deep into the VIX/SPX correlation breakdown, exploring why the traditional inverse relationship failed many traders last year. Russell brings the hard data, revealing how 2025 nearly set a record for the highest inverse correlation—making diversification more difficult than ever.
Topics covered in this episode:
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Volatility Review: A look at the "yo-yo" week in the S&P and the recent firmness in VIX Cash.
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The Correlation Myth: Why "buying the dip" worked but "shorting vol" was a losing battle in 2025.
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VIX Term Structure: Analysis of the Jan/Feb futures and the 100% premium to realized volatility.
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VIX Options Flow: Breaking down the massive activity in Jan 17 calls and the persistent "magic" of the 15 puts.
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The Crystal Ball: The team places their bets for next week's VIX close and debuts their 2026 year-end predictions.
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