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

VIX options:

Hot VIX strikes

Earnings Volatility

GAP (GPS): $23.13; ATM straddle : $1.85 - approx. 8%
BABA: close $120.72; ATM straddle approx. $6; approx. 5%; dropped as low as $114 - $6.72; close $121.35 - UP .5%
WMT: close $75; ATM straddle $2.25; approx 3%; high $77.66

Volatility Voicemail: Listener questions and comments

Question from Vtrader168: Considering that there is large Vol jump Wednesday without major event, and the market recovery is not that strong, is it an indicator that the period of the extremely low VIX is over, and VIX return to "normal-low" level?
Question from Volbug: Hi. This is for Volatility Views: Thanks for the show Marks and Russell. You mentioned that implied vol is often more than realized vol. Does the time frame of the option, impact that calculation? For example 1 monthly option is cheaper that 4 weekly options. Thanks.

Crystal Ball: Wild prognostication

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Ep.1061 - Work | Life Balance, Feat. Brent Bowen