Volatility Views 278: The Great Earnings Volatility Explosion

Volatility Views

Volatility Review: A look back at the week from a volatility perspective.

• VVIX - 97.73
• CBOE Skew Index - 135
• VIX Options, ADV - 852k, VIX Call/Put - 4
• Total 10.8m (8.65m Calls, 2.19m Puts)
• Earnings: CMG, Twitter, Amazon, Google and Microsoft

Volatility Voicemail: Options question of the week.

It looks like you all REALLY want after-hours #Options trading. The question now - what is the best way to make it happen?

• 24% - Pilot For Earnings Season
• 52% - Top Names Only -$AMZN,etc
• 21% - Basic Limit Order Book
• 3% - Other - Reply/DM w/answer

Listener questions and comments:

• Comment from j3dingle - Dear Mark Longo, Long time listener (at least a year or two, so maybe not that long!), first time emailer. I would guess I'm not the first to suggest this, but have you considered some excerpt of some rendition of "On Top of Spaghetti" for Mark Sebastian's theme song? Looks like the song even has some Chicago heritage: https://en.wikipedia.org/wiki/On_Top_of_Spaghetti In 30 seconds of you-tubing, I found Biondi's version which is pretty "good": https://www.youtube.com/watch?v=Mu4EiTJNP1k Oh, the dreams/nightmares one has on a Sunday night slumber!

Crystal Ball: Wild and reckless prognostication.

Last week:

• Mark L. - 9.65
• Mark S. - 10.16
• Russell - 9.87

This Week:

• Mark L. - 9.65
• Mark S. - 10.16
• Ophir - 9.80