Option Block 743: Is Volatility Making a Comeback?
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Trading Block: Volatility Flash Poll!
VIX is threatening 15 and $VXX is back above 30. Is this the return of volatility or just a blip? Quite simply - where will we be at the end of next week?
- 14%\\xa0- Here: VIX=14, VXX=30(ash)
- 32% - Low: VIX=<13, VXX=<29
- 15% - Lower: VIX=<12, VXX=<28
- 39% - Higher: VIX=<15, VXX=<30
Earnings!
- Kroger, Adobe, Radiant
- Apple unveils iPhone 10plus
Odd Block: Call love in Caesars Entertainment Corp (CZR), XRX Call weirdness in Xerox Corp (XRX), call sweep in MGM Resorts International (MGM).
Strategy Block: Uncle Mike Tosaw discusses the joys and dangers of gamma
Mail Block: Listnener questions and comments
- Question from TNKA - I 've got about $25k worth of SPY. How many puts do I need to protect myself?
Around The Block/This Week In the Markets
- Sep 13: Retail Sales, Consumer Sentiment