Volatility Views 240: VIX Put Love and Earnings Volatility Debacle

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

• VIX Cash: 10.63
• VVIX: 80, off recent highs.
• VIX Futures: Front month premium to cash: 2.1, two month premium to cash: 3.5

Russell's Weekly Rundown:

• VIX Options: ADV - 580k; Thurs - 638k, Weds - 613k, Tues - 863k, Mon - 427k; VIX Call/Put: 2.5/1
• Earnings season dramatically underwhelming so far.
• Google, MSFT, INTC, PayPal, SBUX
• OIV/OVX - 29.50
• GVZ - 14.74
• TYVIX - 5.65

Volatility Voicemail: Question of the week, plus listeners have their say

Options #QuestionOfTheWeek - Lots of earnings on the horizon. Which company will outperform their earnings straddle by the largest margin?

• Alphabet - $GOOGL
• Microsoft - $MSFT
• Intel - $INTC
• Starbucks - $SBUX
• Question from VolBug - Hi Mark, Can you and the crew give you assessment of SVXY and whether you think it tracks well and what are some of the vulnerabilities? Thank you sir.

Crystal Ball: Your prognostication headquarters

Last week:

• Mark L. - 11.55
• Mark S./Andrew - 12.01
• Russell - 12.34

This week:

• Mark L. - 11.50
• Mark S. - 11.05
• Russell - 12.99
• Bill Luby - 11.78