

Volatility Views 181: Earnings Strangles & Volatility Failures
Nov 9, 2015
01:02:20
Today, Mark is joined by:
- Mark Sebastian, from Option Pit
- Russell Rhoads, Senior Instructor, the Options Institute
- Kevin Nichols, Director, CBOE LiveVol
Volatility Review: A look back at the week from a volatility perspective, including:
- Non-farm numbers and the resulting market reaction
- Bifurcated earnings season
- A less volatile VIX?
- SKEW index
- Earnings crush
- VIX weekly options
- Is there a new 12 for VIX?
- Put love in VIX-land
- Mark S. extrapolates VIX weekly trading for the past seven years
- Earnings! The force is strong with DIS.
- Crude: WTI Skew
Volatility Voicemail: Listener questions and comments
Question from Adam S.: Hello, is there a correlation between imp vol and move in the stock before earnings? I noticed that aapl imp vol is still 33% even though they will report on Tuesday. Does that imply there will be a small move? Nflx was in the 80s and it moved 10%. I sold put and still made money. Would you sell strangles otm to benefit from vol collapse?
Question from Pick6: Are there too many VIX-related products? Have any of them ever failed?
Crystal Ball: Earnings season! What will the Fed do in December?