Volatility Views 350: The Volatility Endgame

Published: April 29, 2019, 3:42 p.m.

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VOLATILITY REVIEW

SPIKES - 13, up\\xa00.75-point from last show.

VIX Cash - 12.75, up 0.5-points higher than last week.

VVIX - 84,\\xa0 1-point lower than last show

VIX Options: Friday - 148, ADV - 459k, Total 7.41m (6.19m Calls, 1.22m Puts)

VXXB - 25.3, 1.3-points lower than last show.

Earnings Highlights:

Tuesday - Twitter, Snap

Wednesday - FB, Tesla, Microsoft, Boeing, Chipotle, PayPal, WWE

Thursday - Amazon, Starbucks, Intel, Grubhub, Mattel

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VOLATILITY VOICEMAIL

#Options #QOTW: $TSLA open interest continues to be dominated by far #OTM "Mystery Puts." The lion\'s share of the OI is at the 100 strike and below. There are many reasons for this. But it leads to a simple question - do you think \\xa0$TSLA be below $100 by Jan expiration?

  • - Yes
  • - No

Question from Vivic 3 - Now that spikes is live what is the status of the other vol newcomers that have appeared on your show like Voldex and Volx?

Question from Benson H -\\xa0Is there any clear winner for earnings season right now for a volatility trader? Is it short vol or long vol that\\u2019s winning the day right now?

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CRYSTAL BALL

Two weeks ago:

Mark L. - 13.25

Mark S. - 12.37

Next week:

Mark L. - 12.75

Mark S. - 12.37

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