Volatility Views 240: VIX Put Love and Earnings Volatility Debacle episode artwork

EPISODE · Jan 30, 2017 · 1H 4M

Volatility Views 240: VIX Put Love and Earnings Volatility Debacle

from Volatility Views

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

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Volatility Views 240: VIX Put Love and Earnings Volatility Debacle

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This episode is 1 hour and 4 minutes long.

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This episode was published on January 30, 2017.

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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;...

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