Going back into the archives to bring you the best of Volatility Views.

Listen to Volatility Views 191: Earnings Apocalypse

Originally Posted February 8th, 2016

Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX).

  • VIX Options: Total 5.81m (3.93m Calls, 1.88m Puts)
  • Earnings Volatility: LNKD after the bell: ATM straddle = $22, approx. 11.5%, after-hours move approx. $50.
  • Crude Oil: Wall St. fluctuates as equities track oil prices. Is oil driving the stock market? And should traders care?

Volatility Voicemail: Listener questions and comments

  • Question from GBL – Stock splits are seen to be greatly beneficial to options volume. But do they also decrease volatility, which should hurt options trading?

Around the Block: Prognosticating. Wild and reckless prognosticating.