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