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Home > Volatility Views > Volatility Views 216: VIX Put Palooza
Podcast: Volatility Views
Episode:

Volatility Views 216: VIX Put Palooza

Category: Business
Duration: 01:06:15
Publish Date: 2016-08-08 14:18:54
Description:

Volatility Review: Breaking down the week from a volatility perspective

  • VIX cash: 11.39; hits a 52-week low.
  • VVIX: 88.14. Back below 100, but still elevated.

Russells Weekly Rundown

  • VIX Options: Moderate volume this week.
  • Mon: 547k, Tues: 522k, Weds: 367k, Thurs: 512k; Total 6.69m (4.44m Calls, 2.25m Puts)
  • Earnings Volatility: TSLA stock at $225 on earnings. ATM straddle approx. $14.70 - 6.5%. Open unchanged. Closed up approx $5. Missed by nearly $10.
  • Crude Oil: OIV: 42, OVX: 42

Volatility Voicemail :Listener questions and comments

  • Question from NTC34: Heard you guys on #OptionBlock discussing using options with stock to speculate on volatility. Can you explain that? How does buying a call and selling stock give you a pure volatility position?
  • Question from AuntH: What is up with RVX?

Crystal Ball: Spinning the wheel of where the VIX will close.

Last week:

  • Russell: 13.05
  • Andrew: 12.40
  • Mark L.: 11.75

This week:

  • Mark L.: 11.15
  • Mark S.: 10.25
  • Russell: 12
Total Play: 0

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