Volatility Views 407: Juicy Inversions and Gaping Chasms

VOLATILITY VIEWS 407: JUICY INVERSIONS AND GAPING CHASMS

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: MARK SEBASTIAN, THE OPTION PIT

VOLATILITY REVIEW SEGMENT

• DISCUSSING FINDINGS BY GOLDMAN SACHS THAT FOR THE FIRST TIME EVER THE DERIVATIVE IS MORE LIQUID AND POPULAR THAN THE UNDERLYING.
• WITH THE PROLIFERATION OF WEEKLY OPTIONS, AND INCREASED FOCUS ON USING OPTIONS TO TRADE CATALYSTS, SINGLE STOCK OPTIONS WITH MATURITIES LESS THAN 2 WEEKS NOW COMPRISE 75% OF ALL MATURITIES, UP FROM 65% A YEAR AGO. 
• SPIKES: 27  - UP 1.75 FROM LAST SHOW
• VIX CASH: 26.9 - UP .65 FROM LAST SHOW
• VVIX: 119.7 - UP 4.7 FROM LAST SHOW
• EARNINGS DISCUSSION ON INTC, MSFT, EBAY, GOOGL

VOLATILITY VOICEMAIL

• ANSWERING YOUR QUESTION ON THE VIX CASH TERM STRUCTURE

CRYSTAL BALL

• WHERE WILL VIX/SPIKES BE NEXT WEEK?