Volatility Views 191: Earnings Apocalypse

Published: Feb. 8, 2016, 8:12 p.m.

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Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX).

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  • VIX Options: Total 5.81m (3.93m Calls, 1.88m Puts)
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  • Earnings Volatility: LNKD after the bell: ATM straddle = $22, approx. 11.5%, after-hours move approx. $50.
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  • Crude Oil: Wall St. fluctuates as equities track oil prices. Is oil driving the stock market? And should traders care?
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Volatility Voicemail: Listener questions and comments

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  • Question from GBL - Stock splits are seen to be greatly beneficial to options volume. But do they also decrease volatility, which should hurt options trading?
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Around the Block: Prognosticating. Wild and reckless prognosticating.

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