Volatility Views 407: Juicy Inversions and Gaping Chasms

Published: July 24, 2020, 8:24 p.m.

VOLATILITY VIEWS 407: JUICY INVERSIONS AND GAPING CHASMS

  • HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
  • CO-HOST: MARK SEBASTIAN, THE OPTION PIT

VOLATILITY REVIEW SEGMENT

  • DISCUSSING FINDINGS BY GOLDMAN SACHS THAT FOR THE FIRST TIME EVER THE DERIVATIVE IS MORE LIQUID AND POPULAR THAN THE UNDERLYING.
  • WITH THE PROLIFERATION OF WEEKLY OPTIONS, AND INCREASED FOCUS ON USING OPTIONS TO TRADE CATALYSTS, SINGLE STOCK OPTIONS WITH MATURITIES LESS THAN 2 WEEKS NOW COMPRISE 75% OF ALL MATURITIES, UP FROM 65% A YEAR AGO.\xa0
  • SPIKES: 27\xa0 - UP 1.75 FROM LAST SHOW
  • VIX CASH: 26.9 - UP .65 FROM LAST SHOW
  • VVIX: 119.7 - UP 4.7 FROM LAST SHOW
  • EARNINGS DISCUSSION ON INTC, MSFT, EBAY, GOOGL

VOLATILITY VOICEMAIL

  • ANSWERING YOUR QUESTION ON THE VIX CASH TERM STRUCTURE

CRYSTAL BALL

  • WHERE WILL VIX/SPIKES BE NEXT WEEK?