Volatility Views 374: The Great Earnings Volatility Breakdown

VV 374: The Great Earnings Volatility Breakdown

• HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP
• CO-HOST: MARK SEBASTIAN, THE OPTION PIT
• MIAX HOT SEAT CO-HOST: MATT AMBERSON, ORATS 

VOLATILITY REVIEW SEGMENT

• EARNINGS/TRADE WAR/BREXIT OPTIMISM IS BACK
• SPIKES: 13.50 - DOWN 1.1 FROM  LAST SHOW 
• VIX CASH: 13.0 - DOWN 1.6 FROM LAST SHOW
• VVIX: 84 - DOWN 6 PTS FROM LAST SHOW
• VIX FUTURES CURVE: STILL IN CONTANGO 

• SPIKES FUTURES
• EARNINGS VOLATILITY

HOT VOLATILITY TRADES 

• SPIKES OPTIONS
• VIX OPTION
• VXX

VOLATILITY VOICEMAIL

• QUESTION FROM PATRIC:  If I want to buy an option during earnings season should I buy it early or right before the announcement?
• QUESTION FROM DISL: Does VIX really have a skew?

CRYSTAL BALL

 WHERE WILL VIX/SPIKES BE NEXT WEEK?

• MARK:  13.55
• MEATBALL -  12.67
• MATT - 12