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Home > Volatility Views > Volatility Views 231: VIX Put Frenzy and Social Media Volatility
Podcast: Volatility Views
Episode:

Volatility Views 231: VIX Put Frenzy and Social Media Volatility
Category: Business
Duration: 01:02:47
Publish Date: 2016-11-21 12:26:41
Description:

Volatility Review: The Trumpocalypse is fading. VIX cash is back below 14. VVIX = 87, back below 100.

Russells Weekly Rundown:

  • If a Trump Presidency is scary, why is VIX so low?
  • VIX Options: A lighter volume week than last week - started strong, pushing 1M contracts on Tuesday, but then fell off. Total 3.88m (2.80m Calls, 1.08m Puts)
  • Crude Oil: OIV = 48, elevated compared to recent weeks - spiked to 53 on Wednesday.

Volatility Voicemail/Options #Question of the Week

$TSLA ($182.50, down 3%, IV30:41, HV30:31) Straddle says $8.20 move (4.5%) by Friday close. How much will $TSLA actually move?

  • 20% - In line: ($8-$8.50)
  • 37% - Beat Straddle: > $8
  • 23% - Less than Straddle:
  • 20% - Sick of #Musk / $TSLA

Listener questions and comments:

  • Question from Alex Devers - What does the future hold in terms of social media sentiment and volatility. Is there a social volatility index out there already? If not is this something the folks at CBOE are cooking up?
  • Question from Avec - Has anyone studied the effect of selling weekly options vs monthly options INCLUDING commissions? Seems like that would be a big factor when writing so many contracts.

Crystal Ball: Reckless and wild prognostication.

Last Week:

  • Mark L. - 15
  • Mark S. - 12
  • Russell - 13.5

This Week:

  • Mark L. - 11.75
  • Mark S. - 12.25
  • Russell - 14
Total Play: 0

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