
Episode #410
Options Boot Camp 410: Demystifying the MOVE Index
What can bond market volatility tell you that the VIX can't? Mark Longo and Dan Passarelli break down the MOVE Index and explain why equity options traders should keep an eye on Treasury yield volatility. Learn what MOVE measures, how its Treasury options components are weighted, and why comparing its level directly with VIX can be misleading. Mark and Dan also explore what it means when stock and bond volatility diverge, how to interpret implied daily moves, and the usefulness and limitations of MOVE as a market indicator. Plus, the latest listener poll on NVIDIA's stock buyback and a Market Taker Question of the Week: Do shorter-term options always offer sellers faster time decay?






