Search

Home > Volatility Views > Volatility Views 203: Hot New Volatility Products
Podcast: Volatility Views
Episode:

Volatility Views 203: Hot New Volatility Products

Category: Business
Duration: 01:01:13
Publish Date: 2016-05-09 12:00:02
Description:

Volatility Review: CBOE Livevol launches new data shop website: datashop.cboe.com. Non-farms and volatility: VIX can be deceiving as steep curve shows uncertainty. New VIX ETFs: VMAX/VMIN.

Russells Weekly Rundown:

  • VIX Options: A light volume week overall: only one day even remotely exceeding ADV. Total 7.63m (5.58m Calls, 2.05m Puts)
  • Earnings: Last week premium buyers won the day, this week premium sellers are in charge.
  • ATVI - $34.60, ATM straddle $2.45, approx. 7%

Question of the Week Earnings Straddle Battle edition: Which will be more accurate TSLA $20 (8%) or BABA $4.70 (6%) ?

  • 26% Tesla
  • 31% Baba.
  • 17% Sell both!
  • 26% Buy both!

Volatility Voicemail: Listener questions and comments

  • Question from Topcat - Are options less risky and volatile than contracts for difference?
  • Comment from Mark Brant - Since VIX inception, VIX trends up from July to Oct. every year! Just like seasonality in grains!Sweet! @Options ATO: Selling 1k July 18 Puts to buy 2k July 29 Calls for even money! Really liking this play!

Crystal Ball: It's time for everyone's favorite game: Guess where VIX will close. Here are the predictions from when we last met:

  • Russell - 18
  • Andrew -15
  • Mark L. - 15.5

And for this week:

  • Russell - 15.5
  • Mark S. - 13
  • Mark L. - 14
Total Play: 0

Some more Podcasts by The Options Insider Inc.

1K+ Episodes