Volatility Views 134: Earnings Surprises and Greenspan Gold Fades

Published: Nov. 3, 2014, 8:32 p.m.

Volatility Views 134: Earnings Surprises and Greenspan Gold Fades

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Volatility Review: Big surprises from an earnings vol/straddle perspective this quarter. AMZN - Sold off about $30. LNKD - Closed at $202.50. TSLA next week. CBOE this morning.
VIX Cash: 17.87 - 14.04

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VIX Options: Total 6.53m (4.46m Calls, 2.08m Puts)

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VXST: Total 4927 (4918 Calls, 9 Puts)

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Volatility Voicemail: Listener questions and comments

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Question from Phillipono - Are there any good tools out there for comparing realized to implied volatility and determining the best times to sell premium? \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0 \xa0\xa0