Volatility Views 203: Hot New Volatility Products

Volatility Review: CBOE Livevol launches new data shop website: datashop.cboe.com. Non-farms and volatility: VIX can be deceiving as steep curve shows uncertainty. New VIX ETFs: VMAX/VMIN. Russells Weekly Rundown: VIX Options: A light volume week overall: only one day even remotely exceeding ADV. Total 7.63m (5.58m Calls, 2.05m Puts) Earnings: Last week premium buyers won the day, this week premium sellers are in charge. ATVI - $34.60, ATM straddle $2.45, approx. 7% Question of the Week Earnings Straddle Battle edition: Which will be more accurate TSLA $20 (8%) or BABA $4.70 (6%) ? 26% Tesla 31% Baba. 17% Sell both! 26% Buy both! Volatility Voicemail: Listener questions and comments Question from Topcat - Are options less risky and volatile than contracts for difference? Comment from Mark Brant - Since VIX inception, VIX trends up from July to Oct. every year! Just like seasonality in grains!Sweet! @Options ATO: Selling 1k July 18 Puts to buy 2k July 29 Calls for even money! Really liking this play! Crystal Ball: It's time for everyone's favorite game: Guess where VIX will close. Here are the predictions from when we last met: Russell - 18 Andrew -15 Mark L. - 15.5 And for this week: Russell - 15.5 Mark S. - 13 Mark L. - 14