Volatility Views 359: Bitcoin Volatility, G20 and Clam Theory

Published: July 1, 2019, 2:32 p.m.

VOLATILITY REVIEW

SPIKES - 15.85, up 1.35-points from last show

VIX Cash - 16, up 2-points from last week

VVIX - 87, up 6-points from last show

VIX Options - ADV: 411k, Total 6.32M (4.86M Calls, 1.46M Puts)

VXX - 26, 1.7-points lower than last week

Huge move in Bitcoin futures this week - Big rally and massive selloff today

Earnings:

Tuesday\xa0- FedEx, Lennar

Wednesday\xa0- General Mills, KB Home, Paychex, Rite Aid

Thursday\xa0- Nike, Walgreens Boots Alliance

Friday -\xa0Constellation Brands

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VOLATILITY VOICEMAIL

#QuestionoftheWeek: Let's play a guessing game. Which of the following names has the highest 30-day REALIZED volatility? No cheating. What does your gut tell you?

  • - $TSLA
  • - #BITCOIN
  • - #WTI #CRUDE OIL
  • - $QQQ

Question from Litter - Hey Vol dudes love the show. Heard you mention SPX combos on the last show. What are they and why are they so popular?

Question from ArPortKey - If we get a trade war deal out of G20 this weekend realistically how much of a hit will vix take on Monday?

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CRYSTAL BALL

Next week:

Mark L. - 14.75

Andrew -\xa0 13.95