Volatility Views 329: VIX Is Weird But Will Not Touch Your Kids

Published: Nov. 12, 2018, 9:14 p.m.

Volatility Review: Earnings Highlights for the Week

  • Tuesday - GE, Sony, BP, FB, eBay, Pfizer, Coca-Cola
  • Wednesday - GM
  • Thursday - Apple, Starbucks, Weight Watchers, Spotify, Cigna, Dow/DuPont
  • Friday - ExxonMobil, Cboe, Alibaba, Chevron, Berkshire Hathaway

Volatility indicators:

  • VIX Cash - 17.75, 2.75-points lower than last show
  • VVIX - 100, unchanged from last show
  • VIX Options - ADV: 618k, VIX call/put: 2.1/1, Total 9.40m (6.29m Calls, 3.11m Puts)
  • VXX - 37.5, 3-points lower than last show

Volatility Voicemail: Options question of the week

We always like to take the pulse of our audience. This week we're checking in on your favorite strategies. What is your go-to #options strategy?

  • Butterflies
  • Covered Call/Short Put
  • Verticals, call or put
  • Calendars/Diagonals

Listener questions and comments

  • Question from Mina - Why is VIX so weird?
  • Question from Holan - That Meatball guy says he gets paid to buy $VXX puts. How?
  • Question from BD3 - Why no Nasdaq VIX futures? Why no options? Why can't I trade VIX on Nasdaq?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 18.35
  • Mark S. - 16.5

This week:

  • Mark L. - 17.65
  • Mark S. - 16.49