A viewer question episode with four genuinely sharp ones. With global bond yields at post 2008 highs, the hosts start with what an equity options trader can actually adjust, and the answer is blunt: you cannot move the market's skew, you can only control your size and your duration. From there, why long duration and speculative names hurt most as rates rise, and why the Russell looks weakest with oil and yields both up. 📊 tastylive: tastylive.com 📰 Get Tom's pre-market analysis every morning: tastylive.com/newsletters 📘 FREE Options Strategy Guide: tinyurl.com/bp9ms763 📱 Follow tastylive on X: x.com/tastyliveshow Chapters 00:00 Trading around post 2008 yields 00:40 You can't move the skew 01:20 Size and duration are the controls 02:30 Short versus long duration stocks 03:40 Why the Russell is weakest here 04:30 The put spread he is playing 05:20 Why rates reprice calls and puts 06:40 Cost of carry and the combo 08:00 Dividends work the oth...