Tom Sosnoff, Tony Battista, and Anton Kulikov delve into the current state of market volatility, with specific attention on the expected move for the week, implied volatility in bonds, and the dynamics of gold and silver correlation for potential pairs trading. They analyze how recent trends could influence trading strategies, mentioning short iron flies and zero-day trades in response to average expected moves, and observing the implications of IV (Implied Volatility) ranks in different market segments on trading decisions. Tom, Tony, and Anton argue the relative attractiveness of being short on gold while long on silver, based on recent performance and volatility metrics. Moreover, they discuss challenges in offering pre-market SPX options due to market-making constraints. The conversation is rich with insights on volatility, market-making, and strategic asset trading, targeting an audience of finance enthusiasts and traders.