Volatility Views

Volatility Review: The Trumpocalypse is fading. VIX cash is back below 14. VVIX = 87, back below 100. Russells Weekly Rundown: If a Trump Presidency is scary, why is VIX so low? VIX Options: A lighter volume week than last week - started strong, pushing 1M contracts on Tuesday, but then fell off. Total 3.88m (2.80m Calls, 1.08m Puts) Crude Oil: OIV = 48, elevated compared to recent weeks - spiked to 53 on Wednesday. Volatility Voicemail/Options #Question of the Week $TSLA ($182.50, down 3%, IV30:41, HV30:31) Straddle says $8.20 move (4.5%) by Friday close. How much will $TSLA actually move? 20% - In line: ($8-$8.50) 37% - Beat Straddle: > $8 23% - Less than Straddle: < $8 20% - Sick of #Musk / $TSLA Listener questions and comments: Question from Alex Devers - What does the future hold in terms of social media sentiment and volatility. Is there a social volatility index out there already? If not is this something the folks at CBOE are cooking up? Question from Avec - Has anyone studied the effect of selli