Volatility Views
Volatility Views 145: Debating Earnings Skew and Corporate Racism
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:05:28
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Sinopsis
Volatility Views 145: Debating Earnings Skew and Corporate Racism Volatility Review: A look at the week in vol: VIX Cash: High: 22.81, Low: 16.67 S&P: 30-day IV: 15, 30-day HVOL: 16, Skew Index: 127.54 VVIX: Thursday close: 98.56 VIX Options: Total 4.80m (2.86m Calls, 1.95m Puts) Market now loving CBOE numbers, stock off 5.5% - earnings were up 7.6%, but missed expectations. Extended VIX Options trading hours start March 2. VXST: Another week of anemic volume dispute significant underlying movement. RVX: Still no appreciable volume. OIL: Another crazy week for oil - rallies over 20%, then clipped, the rallied more again. Currently hovering above the $50 strike again. Volatility Voicemail: Listener questions and comments Reply from Ernitin14 - @OptionsInsider love Vol Views show. Here's my counterargument on remarks on skew shape. If everybody is hedging their short bet, vol squeeze is very likely which is exactly what happened in GOOG post earnings. Yes ATM call spread were the best plays, in case