Click here to access Volatility Views 134: Earnings Surprises and Greenspan Gold Fades
Volatility Review: Big surprises from an earnings vol/straddle perspective this quarter. AMZN – Sold off about $30. LNKD – Closed at $202.50. TSLA next week. CBOE this morning.
VIX Cash: 17.87 – 14.04
VIX Options: Total 6.53m (4.46m Calls, 2.08m Puts)
VXST: Total 4927 (4918 Calls, 9 Puts)
Volatility Voicemail: Listener questions and comments
Question from Phillipono – Are there any good tools out there for comparing realized to implied volatility and determining the best times to sell premium? ?????????????????????????????????????????????????????????????