VV 374: The Great Earnings Volatility Breakdown

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: MARK SEBASTIAN, THE OPTION PIT
  • MIAX HOT SEAT CO-HOST: MATT AMBERSON, ORATS 

VOLATILITY REVIEW SEGMENT

  • EARNINGS/TRADE WAR/BREXIT OPTIMISM IS BACK
  • SPIKES: 13.50 – DOWN 1.1 FROM  LAST SHOW 
  • VIX CASH: 13.0 – DOWN 1.6 FROM LAST SHOW
  • VVIX: 84 – DOWN 6 PTS FROM LAST SHOW
  • VIX FUTURES CURVE: STILL IN CONTANGO 
  • SPIKES FUTURES
  • EARNINGS VOLATILITY

HOT VOLATILITY TRADES 

  • SPIKES OPTIONS
  • VIX OPTION
  • VXX

VOLATILITY VOICEMAIL

  • QUESTION FROM PATRIC:  If I want to buy an option during earnings season should I buy it early or right before the announcement?
  • QUESTION FROM DISL: Does VIX really have a skew?

CRYSTAL BALL

 WHERE WILL VIX/SPIKES BE NEXT WEEK?

  • MARK:  13.55
  • MEATBALL –  12.67
  • MATT – 12

 

 

 

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