Volatility Views 291: Mullet vs. Tellum vs. VIX
Volatility Views · The Options Insider Inc.
January 29, 20181h 3m
Audio is streamed directly from the publisher (traffic.libsyn.com) as published in their RSS feed. Play Podcasts does not host this file. Rights-holders can request removal through the copyright & takedown page.
Show Notes
On today's show, a rowdy cohort of crazies, including:
- Mark Sebastian, Option Pit
- Matt Thompson, Typhon Capital
- Mike Thompson, Typhon Capital
- Kevin Davitt, CBOE
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash is firmly back in the double digits.
Kevin's Weekly Rundown
- VIX Options: ADV - 744k, VIX call/put - 4.1, Total 12.0m (9.65m Calls, 2.34m Puts)
- Earnings Volatility: Netflix, Intel and Starbucks.
Volatility Voicemail: Options question of the week
Since we're down at #InsideETFs this week we thought we'd make our #Options #QOTW about #ETFOPTIONS. Quite simply - what is your favorite ETF/ETP #option to trade?
- $SPY
- $GLD
- $VXX
- Other (reply w/answer)
Listener Questions and Comments:
- Question from Cat65 - Are there other vol futures out there aside from VIX?
- Question from Charlie C - Quick Q for the show - What's the weirdest thing you've seen in the options market?
Crystal Ball: Wild and reckless prognostication
Last week:
- Russell: 11.99
- Matt: 11.5
- Mark S.: 10
- Mark L. 10.55
This week:
- Mike: 9.99
- Matt : 10.15
- Mark S.: 13.25
- Mark L.: 9.55
- Kevin: 10.5