Jun 5, 2017
Today we have special guest co-host: Ophir Gottlieb, Capital
Volatility Review: A look back at the week from a volatility
- VIX Cash: 9.89
- VVIX: 83.83 - Both almost unchanged from last week.
- CBOE Skew Index : 124.55
- VIX Futures till steep
Russell's Weekly Rundown:
- VIX Options: Mon - Closed, Tues - 264k, Weds - 545k, Thurs -
231k, ADV - 722K
- VIX Call/Put: 3.2/1
- Total 8.37m (6.39m Calls, 1.98m Puts)
- OIV - 29, OVX - 31
Volatility Voicemail: Options Question of the Week
AMZN just hit $1000. Will GOOGL do it next? GOOGL $1000 call
expiring Friday = $4, $1000 Put = $8. How would you trade?
- Sell $1000 Call for $4 - 21%
- Buy $1000 Call for $4 - 38%
- Sell $1000 Straddle: $12 - 19%
- Sell $1000 Put for $8 - 22%
Listener Questions and Comments:
- Comment from FContangotrader - @Options @OptionPit @OptionVol
@RussellRhoads I am very impressed from Mark and his poetry and ABC
options and Uber rhyme
- Comment from Production One - Replying to @Options @optionpit
Meatball long 1W SPX straddle hit! Way to go Marco!
- Question from JavierLBC - Hi guys. I am new. found you on
stocktwits. Did you see 36,000 sep 25 calls on VIX?
Crystal Ball: Wild and reckless prognostication.
- Russell - 10.75
- Mark S. - 9.75
- Mark L. - 10.25
- Russell - 10.60
- Mark S. - 9.63
- Mark L. - 9.75
- Ophir - 10