Volatility Views 327: VIX, Seriously, WTH?

Published: Oct. 29, 2018, 8:09 p.m.

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

Volatility Voicemail: Options question of the week

Earnings are back with big tech names on the docket. Which of the following will be lighting up your #Options trading this week? Bonus points for your preferred strategies - e.g. call vertical, straddle, etc.

  • 28% - Microsoft $MSFT
  • 34% - Amazon $AMZN
  • 10% - Alphabet $GOOGL
  • 28% - Twitter $TWTR

Listener questions and comments:

  • Question from Cube Finance - Do we smell the distinct odor of feedback loops about to take off? #risk #volatility
  • Question from Darren Hom - VXX and the index it's based on provided a statistically significant exposure to shorting straddles. This was not the case for VIX, presumably because of volatility drag. Is it that bad that XIV is gone?
  • Question from PRGR0 - SPY or SPX better for straight vol plays like straddles?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 17.75
  • Mark S. - 16.25

This week:

  • Mark L. - 18.15
  • Mark S. - 17.25
  • Guest - 18.50