Volatility Views 374: The Great Earnings Volatility Breakdown

Published: Oct. 28, 2019, 5:22 a.m.

VV 374: The Great Earnings Volatility Breakdown

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: MARK SEBASTIAN, THE OPTION PIT
  • MIAX HOT SEAT CO-HOST: MATT AMBERSON, ORATS\xa0

VOLATILITY REVIEW SEGMENT

  • EARNINGS/TRADE WAR/BREXIT OPTIMISM IS BACK
  • SPIKES: 13.50 - DOWN 1.1 FROM\xa0 LAST SHOW\xa0
  • VIX CASH: 13.0 - DOWN 1.6 FROM LAST SHOW
  • VVIX: 84 - DOWN 6 PTS FROM LAST SHOW
  • VIX FUTURES CURVE: STILL IN CONTANGO\xa0
  • SPIKES FUTURES
  • EARNINGS VOLATILITY

HOT VOLATILITY TRADES\xa0

  • SPIKES OPTIONS
  • VIX OPTION
  • VXX

VOLATILITY VOICEMAIL

  • QUESTION FROM PATRIC:\xa0 If I want to buy an option during earnings season should I buy it early or right before the announcement?
  • QUESTION FROM DISL: Does VIX really have a skew?

CRYSTAL BALL

\xa0WHERE WILL VIX/SPIKES BE NEXT WEEK?

  • MARK:\xa0 13.55
  • MEATBALL -\xa0 12.67
  • MATT - 12

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