Volatility Views Volatility Views 292: Earnings Volatility, plus VIX Whale Returns
Feb 5, 2018
01:07:09
Today, we feature special guest co-host, Don Dale, Managing Member at Equity Risk Control Group.
Volatility Review: A look back at the week from a volatility perspective.
VIX Cash:
- Hit nearly 15.50 this week
- Yet another crazy week
Russell's Weekly Rundown
- VIX Options: ADV - 777k, VIX call/put - 3.9, Total 13.7m (10.9m Calls, 2.78m Puts)
- Earnings Volatility: This season's theme is underperforming. FB, MSFT, AAPL, GOOGL & AMZN
Volatility Voicemail: Listener questions and comments
- Question from ILM78 - It seems like the volatility space is dominated by Canadian pension funds. Why is that the case? How's the volatility landscape for U.S. pension and hedge funds out there? Do U.S. pension funds trade a lot of VIX options or OTC?
Crystal Ball: Where will the VIX close on Friday?
Last week:
- Mark L. - 9.55
- Andrew - 13.25
- Kevin - 10.50
- Matt - 10.15
- Mike - 9.99
Next week:
- Mark L. - 13.50
- Mark S. - 14.00
- Russell - 15.67
- Don - 17.50
Volatility Views 292: Earnings Volatility, plus VIX Whale Returns
Today, we feature special guest co-host, Don Dale, Managing Member at Equity Risk Control Group.
Volatility Review: A look back at the week from a volatility perspective.
VIX Cash:
- Hit nearly 15.50 this week
- Yet another crazy week
Russell's Weekly Rundown
- VIX Options: ADV - 777k, VIX call/put - 3.9, Total 13.7m (10.9m Calls, 2.78m Puts)
- Earnings Volatility: This season's theme is underperforming. FB, MSFT, AAPL, GOOGL & AMZN
Volatility Voicemail: Listener questions and comments
- Question from ILM78 - It seems like the volatility space is dominated by Canadian pension funds. Why is that the case? How's the volatility landscape for U.S. pension and hedge funds out there? Do U.S. pension funds trade a lot of VIX options or OTC?
Crystal Ball: Where will the VIX close on Friday?
Last week:
- Mark L. - 9.55
- Andrew - 13.25
- Kevin - 10.50
- Matt - 10.15
- Mike - 9.99
Next week:
- Mark L. - 13.50
- Mark S. - 14.00
- Russell - 15.67
- Don - 17.50