Feb 16, 2016
Volatility Review: Earnings Volatility: TWTR and TSLA.
Presidents Day holiday weekend coming out aggressively.
- A strong volume week. 1.2M contracts Thursday.
- Total 6.87m (4.65m Calls, 2.22m Puts)
- What is going to goose the VIX?
- Volatility remains elevated - Crazy OIV spike on Weds, over
- GVZ 28.37 - extremely elevated!
Volatility Voicemail: Listener questions and comments
- No love for daily options - Twitter poll has 40% of respondents
saying "heck no" to dallies!
- Question from Hot Emini - There is a big disconnect in retail
that Theta is all. But is vega not the king greek for pros? What
about gamma? where does that fall in the mix?
Crystal Ball: Highs in VIX?
- Russell - 25?
- Mark S. - 29/30?
- Mark L. - 23/24