What’s happening to volatility when you start seeing VIX puts trade?
Download Volatility Views 240: VIX Put Love and Earnings Volatility Debacle
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash: 10.63
- VVIX: 80, off recent highs.
- VIX Futures: Front month premium to cash: 2.1, two month premium to cash: 3.5
Russell’s Weekly Rundown:
- VIX Options: ADV – 580k; Thurs – 638k, Weds – 613k, Tues – 863k, Mon – 427k; VIX Call/Put: 2.5/1
- Earnings season dramatically underwhelming so far.
- Google, MSFT, INTC, PayPal, SBUX
- OIV/OVX – 29.50
- GVZ – 14.74
- TYVIX – 5.65
Volatility Voicemail: Question of the week, plus listeners have their say
Options #QuestionOfTheWeek – Lots of earnings on the horizon. Which company will outperform their earnings straddle by the largest margin?
- Alphabet – $GOOGL
- Microsoft – $MSFT
- Intel – $INTC
- Starbucks – $SBUX
- Question from VolBug – Hi Mark, Can you and the crew give you assessment of SVXY and whether you think it tracks well and what are some of the vulnerabilities?? Thank you sir.
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. – 11.55
- Mark S./Andrew – 12.01
- Russell – 12.34
This week:
- Mark L. – 11.50
- Mark S. – 11.05
- Russell – 12.99
- Bill Luby – 11.78