Volatility Views

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 11.44, VVIX: 93.78 CBOE Skew Index - 129m, slightly calmer than last week. VIX Futures - Front month: 0.65 Second month: 1.25 Russell's Weekly Rundown: VIX Options: Mon - 630k, Tues - 724k, Weds - 510k, Thurs - 1.16M, ADV - 685K, Total 8.32m (6.68m Calls, 1.65m Puts) VIX Call/Put: 4.1 / 1 OIV - 29.35 OVX - 30.46 Volatility Voice Mail: Options Question of the week Let's get back to basics. #Options are great way to get long (bullish) exposure to stocks & futures. What is your favorite way to go long? 50% - Long Call/Call Spread 23% - Short Put/Put Spread 13% - Stock(Future) Replacement 14% - Bullish Risk Reversal Listener Questions: What's on your mind? Question from John Shippen -If I buy ATM premium, maybe an ATM iron condor, a few weeks before earnings then sell it the day before the announcement, is that a good play? Essentially free decay plus capture the rise in volatility along with any swings in the underlyin