Volatility Views
Volatility Views 257: Navigating Dangerous Waters with VXX Call Spreads
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:04:07
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Sinopsis
Today we have special guest co-host: Ophir Gottlieb, Capital Market Laboratories. Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 9.89 VVIX: 83.83 - Both almost unchanged from last week. CBOE Skew Index : 124.55 VIX Futures till steep Russell's Weekly Rundown: VIX Options: Mon - Closed, Tues - 264k, Weds - 545k, Thurs - 231k, ADV - 722K VIX Call/Put: 3.2/1 Total 8.37m (6.39m Calls, 1.98m Puts) OIV - 29, OVX - 31 Volatility Voicemail: Options Question of the Week AMZN just hit $1000. Will GOOGL do it next? GOOGL $1000 call expiring Friday = $4, $1000 Put = $8. How would you trade? Sell $1000 Call for $4 - 21% Buy $1000 Call for $4 - 38% Sell $1000 Straddle: $12 - 19% Sell $1000 Put for $8 - 22% Listener Questions and Comments: Comment from FContangotrader - @Options @OptionPit @OptionVol @RussellRhoads I am very impressed from Mark and his poetry and ABC options and Uber rhyme Comment from Production One - Replying to @Options @optionpit Meatball long 1W SPX straddle