BROUGHT TO YOU BY THE?MIAX EXCHANGE GROUP.
- HOST:?MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
- CO-HOST:?MARK SEBASTIAN, OPTION PIT
- MIAX HOT SEAT GUEST: MATT AMBERSON, ORATS
VOLATILITY REVIEW
- SPIKES – 13, up?0.75-point from last show.
- VIX Cash – 12.75, up 0.5-points higher than last week.
- VVIX – 84,? 1-point lower than last show
- VIX Options: Friday – 148, ADV – 459k, Total 7.41m (6.19m Calls, 1.22m Puts)
- VXXB – 25.3, 1.3-points lower than last show.
Earnings Highlights:
- Tuesday – Twitter, Snap
- Wednesday – FB, Tesla, Microsoft, Boeing, Chipotle, PayPal, WWE
- Thursday – Amazon, Starbucks, Intel, Grubhub, Mattel
VOLATILITY VOICEMAIL
- #Options #QOTW: $TSLA open interest continues to be dominated by far #OTM “Mystery Puts.” The lion’s share of the OI is at the 100 strike and below. There are many reasons for this. But it leads to a simple question – do you think ?$TSLA be below $100 by Jan expiration?
- Question from Vivic 3 – Now that spikes is live what is the status of the other vol newcomers that have appeared on your show like Voldex and Volx?
- Question from Benson H –?Is there any clear winner for earnings season right now for a volatility trader? Is it short vol or long vol that?s winning the day right now?
CRYSTAL BALL
- Two weeks ago:
- Mark L. – 13.25
- Mark S. – 12.37
- Next week:
- Mark L. – 12.75
- Mark S. – 12.37