Volatility Views 291: Mullet vs. Tellum vs. VIX

Published: Jan. 29, 2018, 7:11 p.m.

On today's show, a rowdy cohort of crazies, including:

  • Mark Sebastian, Option Pit
  • Matt Thompson, Typhon Capital
  • Mike Thompson, Typhon Capital
  • Kevin Davitt, CBOE

Volatility Review: A look back at the week from a volatility perspective

  • VIX Cash is firmly back in the double digits.

Kevin's Weekly Rundown

  • VIX Options: ADV - 744k, VIX call/put - 4.1, Total 12.0m (9.65m Calls, 2.34m Puts)
  • Earnings Volatility: Netflix, Intel and Starbucks.

Volatility Voicemail: Options question of the week

Since we're down at #InsideETFs this week we thought we'd make our #Options #QOTW about #ETFOPTIONS. Quite simply - what is your favorite ETF/ETP #option to trade?

  • $SPY
  • $GLD
  • $VXX
  • Other (reply w/answer)

Listener Questions and Comments:

  • Question from Cat65 - Are there other vol futures out there aside from VIX?
  • Question from Charlie C - Quick Q for the show - What's the weirdest thing you've seen in the options market?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Russell: 11.99
  • Matt: 11.5
  • Mark S.: 10
  • Mark L. 10.55

This week:

  • Mike: 9.99
  • Matt : 10.15
  • Mark S.: 13.25
  • Mark L.: 9.55
  • Kevin: 10.5