Aug 6, 2018
Volatility Review: A review of the week from a volatility point
of view, featuring guest co-host David Lincoln of The Short Vol
- VIX Cash - 11.83, down slightly from last week.
- VVIX - 88, three-points lower than last week.
- VIX Options - ADV: 440k, VIX call/put: 2.9/1, Total 6.44m
(4.79m Calls, 1.64m Puts)
- VXX - 30.5, half a point lower than last week.
- Earnings Volatility: Apple, Tesla, Activision/Blizzard, Shake
Shack, Blue Apron, Go Pro and Cboe
Volatility Voicemail: Listners take over
Options question of the week: Earnings season is still in full
swing. Which names will dominate your #Options trading this
- 46% - Apple, $AAPL
- 40% - Tesla, $TSLA
- 8% - GoPro, $GPRO
- 6% - CBOE, $CBOE
Listener questions and comments:
- Question from Nils - You guys buying any more of those VXX
- Question from Roxy -Explain to me again how buying thousands of
worthless January puts in VXX is a good trade?
- Question from Elan - My broker doesn't list the $VIX futures
alongside the options. It's damn confusing! Why don't they all just
post them so I can see what I'm trading my options on? Instead I
have to pull up a separate platform with the futures quotes so I
can make sense of it all.
Crystal Ball: Wild and reckless prognostication
- Mark L. -12.45
- Andrew -13.25
- Mark L. -11.45
- Mark S. -12.76
- David - 12.05