Oct 16, 2017
Volatility Review: A look back at the week from a volatility perspective
Secrets To The Hottest Trade -
Shorting VIX
The Numbers:
- VIX - Hit a low of 9.13 on Oct. 5 - still flirting with single digits.
- VVIX - 97.79, CBOE Skew Index - 146, VXN - 14.33
Kevin's Weekly Rundown
- VIX Options: ADV - 868k, VIX Call/Put: 3.8
- Total 13.4m (10.6m Calls, 2.77m Puts)
- VXX - 35.97, XIV - 105.87, UVXY - 17.36
Volatility Voicemail: Options question of the week
Earnings Season is almost upon us! What's your favorite way to trade earnings using #Options? Reply/DM/email with others.
- Sell Strad./Fly/Condor
- Buy Strad./Fly/Condor
- Sell Puts/Put Spreads
- Buy Calls/ Call Spreads
Crystal Ball: Your VIX prognostication headquarters
Last week:
- Mark L. - 9.65
- Mark S. - 10.01
- Russell - 10.31
This week:
- Mark L. - 9.55
- Mark S. - 10.25
- Kevin - 10.00