Could VIX perpetual futures change how traders access volatility? On this episode, Mark Longo and Dan Passarelli tackle your questions about VIX perps, individual stock volatility and what options prices really tell us ahead of earnings—with a little "bah, humbug" along the way.

The discussion includes:

• The buzz surrounding VIX perpetual futures and why the hosts distinguish speculation from an official product announcement.
• Cash VIX versus VIX futures—and why that difference matters when trading VIX options.
• Whatever happened to the single-stock volatility indexes for Apple, Amazon, Google, IBM and Goldman Sachs?
• How to use implied volatility to assess uncertainty in stocks like Nvidia and Tesla.
• Why Dan challenges the usefulness of earnings implied moves, plus how historical earnings data can inform the discussion.
• The looming retirement of Trade Alert and a look at QuikOptions for options analytics and idea generation.

Plus, the hosts debate another round of VIX upside speculation, discuss Mark's exit from SVIX and weigh listener picks among Portillo's, Archer Aviation, Fermi and Lucid.

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