Volatility Review: The VIX was gaining ground again, but became mired in a holding pattern. What was the cause of the influx of capital in TVIX? NASDAQ vol is still flat-lining. Euro vol review.Volatility Viewpoint: Sanjay Tolia of Bengal Capital is the featured guest. A great conversation included questions such as: Are high levels of correlation taking away from single-stock option trading? Are high levels of correlation taking away from running balanced volatility portfolios? Are VIX products good or bad for retail investors? Are weekly options good or bad for retail clients? Is their explosive growth good for the industry?Crystal Ball: Until people start hitting the bid or lifting offers, VIX levels are going to stay in this range. Expect a similar stall in NASDAQ. Don predicts that Euro vol expiration settlement price next week will be lower than the 10.27 of Thursday night, and will settle in the mid-9s.
Volatility Views 43: Are Weekly Options Ruining Volatility?
Volatility Review: The VIX was gaining ground again, but became mired in a holding pattern. What was the cause of the influx of capital in TVIX? NASDAQ vol is still flat-lining. Euro vol review.Volatility Viewpoint: Sanjay Tolia of Bengal Capital is the featured guest. A great conversation included questions such as: Are high levels of correlation taking away from single-stock option trading? Are high levels of correlation taking away from running balanced volatility portfolios? Are VIX products good or bad for retail investors? Are weekly options good or bad for retail clients? Is their explosive growth good for the industry?Crystal Ball: Until people start hitting the bid or lifting offers, VIX levels are going to stay in this range. Expect a similar stall in NASDAQ. Don predicts that Euro vol expiration settlement price next week will be lower than the 10.27 of Thursday night, and will settle in the mid-9s.
Option Block 131: Strip Clubs, Extortion and the Yelp IPO
Trading Block: VIX moving back to the north again. Mr. Buffett says everything is cheap — houses, stocks, etc. Is he correctly predicting the bottom of the housing market? Metals/commodity rundown – oil giving back recent gains.Odd Block: Unusual activity in United Technologies Corp. (UTX), and Marriott Vacations Worldwide (VAC). Xpress Block: John Grigus discusses the next big IPO ? Yelp. OX's 1099s are finished and going out today.Around the Block: Watching the market for the Buffett effect. Also, keeping an eye on Caterpillar. Priceline earnings released, stock up about $30. Jobless Claims 3/1.
Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery
Volatility Review: Euro vol review. Nasdaq vol review. An explosion of volume recently in the TVIX. There is something very interesting going on. Volatility Viewpoint: Don discusses a little about expected pricing of VolContracts — information he touched upon before, but needed some clarification. Listener Mail: Listener questions answered. Crystal Ball: The continued discrepancy between the VIX futures and VIX cash — how will that play out? Will the Nasdaq hover in this range, or will we see a turn south sometime in the near future?
Volatility Views 42: Pricing VolContract Futures: Part History, Part Mystery
Volatility Review: Euro vol review. Nasdaq vol review. An explosion of volume recently in the TVIX. There is something very interesting going on. Volatility Viewpoint: Don discusses a little about expected pricing of VolContracts — information he touched upon before, but needed some clarification. Listener Mail: Listener questions answered. Crystal Ball: The continued discrepancy between the VIX futures and VIX cash — how will that play out? Will the Nasdaq hover in this range, or will we see a turn south sometime in the near future?
Option Block 130: Nothing Short of Titillating
Trading Block: The VIX cash limbo strikes again – how low can it go? Greek deal in place since the last show. A lot of movement has continued in oil over the past few sessions. Sears posts huge Q4 loss, yet stock up 20% on news of spinning off assets. Tons of activity in SHLD options — 23k ADV vs over 100k today.Odd Block: Unusual activity for Odd Block newcomer TRW Automotive Holdings (TRW)Listener Mail: U.S. Index OptionsAround the Block: Getting close to some moving averages in silver, we could see some more upside ahead. Earnings season is slowing down since its heyday a few weeks ago.
The Options News Rundown
Your source for the most important news and information from the world of options.
The Long and Short of Futures Options: 2011 Year in Review
Mark sits down with Tom Boggs, Will Patrick, and Pate Barker for a special Year in Review episode. They discuss the surprises, trends, and key products that drove equities, FX, interest rates, and Ags in 2011
Volatility Views 41: Breaking Open the Volatility Mailbag
Volatility Review: SPX/VIX review — some level disparities between the VIX cash and the VIX futures. Euro vol is in single-digit territory. Nasdaq VolContract preview.Listener Mail: Comment on the Great Volatility Skew Debate, Don's comments on volatility, and questions about Nasdaq VolContracts.Crystal Ball: How will the disparity between VIX cash and VIX futures unwind? Where will Euro vol go next?
Volatility Views 41: Breaking Open the Volatility Mailbag
Volatility Review: SPX/VIX review — some level disparities between the VIX cash and the VIX futures. Euro vol is in single-digit territory. Nasdaq VolContract preview.Listener Mail: Comment on the Great Volatility Skew Debate, Don's comments on volatility, and questions about Nasdaq VolContracts.Crystal Ball: How will the disparity between VIX cash and VIX futures unwind? Where will Euro vol go next?
Option Block 129: How Do You Know When You Are Being Stupid?
Trading Block: Markets up, VIX down. Interesting activity in the VIX futures. Massive retail growth in weeklys. The Michael Myers market. Odd Block: Unusual activity in Morgan Stanley (MS) and Kellogg (K).Listener Mail: A listener has a college-age son with $10,000 to invest. They want to know if they're foolish to think if they can make money over time, and possibly even beat the S&P?Strategy Block: Uncle Mike asks, "How do you know when you're being stupid?"Around the Block: GM earnings before the open. Earnings next week in: RDN, Garmin. AAPL chat. CPI number out on Friday. Tim's keeping an eye on copper.
Option Block 128: Funky Backspread
Trading Block: A decent selloff in VIX cash, but is the unknown still lurking? Greece stumbling toward salvation, but the worst is not over yet. Apple over 500 — up 2%. What's been causing this move to the upside? A few earnings after the bell: LPSN, SGEN.Odd Block: Unusual activity in NetApp, Inc. (NTAP), Live Nation Entertainment, Inc. (LYV), and Seattle Genetics, Inc. (SGEN).Xpress Block: Tim Navabi helps to explain "Estimated Commisions" when closing out short positions.Around the Block: Upcoming earnings: Zenga – 2/14 (The love following Facebook's IPO continues), GM 2/16, Marriott -2/15, NVDA – 2/15 and TESLA – 2/15. What's the best way to incorporate weeklies into ones’ current model?


