Options Industry

Volatility Views 271: Hurricanes, Nukes and VIX - Oh My!


What calamity will kill us all first?

Download Volatility Views 271: Hurricanes, Nukes and VIX - Oh My!

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

  • Shortened holiday week hit with a never-ending parade of hurricanes
  • Don't forget North Korea
  • Oh, and the President
  • Bonds are screaming
  • August options volume is strangely high. So much for vacationing for the month
  • VIX up into the 12-handle. Will it hit the low teens?
  • VIX Cash: High of 14.06 on Tuesday
  • VVIX: 99
  • CBOE SKEW Index: 135.39 - 5 points higher than last week

Russell's Weekly Rundown:

  • Will people start using weekly options on Monday for the upcoming week's risk?
  • CME Fed tool has next potential rate hike at next August, and only 50-50
  • Why are people buying vol into the weekend?
  • VIX Options on this short week: ADV - 796K; Thurs. - 894K; Weds. - 603K; Tues.- 1.16M; Mon. - Closed.
  • VIX Call/Put: 3.4

Hot VIX Strikes:

  • 635482 .VIX Oct 18th 25.0 C, chg +4681
  • 460502 .VIX Sep 20th 20.0 C, chg -6238
  • 414217 .VIX Oct 18th 12.0 P, chg +13048
  • 376664 .VIX Oct 18th 15.0 C, chg -70943
  • 285530 .VIX Sep 20th 18.0 C, chg +3297
  • 268153 .VIX Sep 20th 21.0 C, chg -14404
  • 265517 .VIX Sep 20th 23.0 C, chg -1246
  • 259376 .VIX Sep 20th 17.0 C, chg -226
  • 251586 .VIX Sep 20th 19.0 C, chg +1678
  • 249889 .VIX Oct 18th 20.0 C, chg -149520
  • Total 12.5m (9.43m Calls, 3.03m Puts)

Volatility Voicemail: Listener Questions and Comments

Options Question of the Week:

As Q4 looms, where are you placing your bullish #Volatility bets? Which has most #Upside by end of 2017? $VIX $AMZN #WTI $GVZ

  • Gold Volatility
  • Crude Oil Volatility
  • S&P 500 Volatility - VIX
  • Single Names - $AMZN, etc

Listener Questions:

Crystal Ball: Wild and reckless prognostication

Where do the hosts think the VIX will close next week?

Last Week

  • Mark L.: 10.15
  • Mark S.: 10.65
  • Russell: 11.11

This Week

  • Mark L.: 11.5
  • Mark S.: 11.01
  • Russell: 12.25

About Mark S. Longo


Mark S. Longo is the founder of The Options Insider Inc. - a firm dedicated to providing free options information, education, news and analysis for options users. Whether it's on TheOptionsInsider.com, a leading online options destination; through Options Insider Radio, the world's only radio network for options users; or through a growing number of newsletters and live events, Mr. Longo continues to provide new ways to spread the word about options.Mr. Longo's analysis of the options market has appeared in a wide variety of domestic and international publications, including The Wall Street Journal, Financial Times, Reuters, Futures Magazine, and more. As one of the few industry commentators with practical options experience, he has developed a substantial following among industry veterans and newcomers looking for insight into this complex market. Mr. Longo began his career as an options trader on the floor of the Chicago Board Options Exchange.

Author's web site: http://www.theoptionsinsider.com


View Mark S. Longo's post archive >

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The Options Insider Radio Network

The Options News Rundown

Your source for the most important news and information from the world of options.

The Options News Rundown

The Options Insider Radio Network

All of our radio programs in one convenient place.

The Options Insider Radio Network

Options Insider Radio

The original options podcast. Features interviews with leading options figures.

Options Insider Radio

The Option Block

This high-octane program features education, analysis, strategies and unusual activity.

The Option Block

Volatility Views

The premier radio program for volatility traders.

Volatility Views

The Long And Short Of Futures Options

Your source for futures options information.

The Long And Short Of Futures Options

The Advisor's Option

Arming advisors with the info necessary to manage risk.

The Advisor's Option

Options Boot Camp

Get into peak options trading shape.

Options Boot Camp

Options Insider Special Events

Compelling panel & special event recordings from the options world.

Options Insider Special Events

OIC's Wide World of Options

A dynamic mix of current events, investor resources, & strategy insights.

OIC's Wide World of Options

Trading Tech Talk

We break down all the amazing technology that takes your trades from the click of a mouse to the clearinghouse.

Trading Tech Talk

Options Playbook Radio

Break down cutting-edge options strategies and learn how to incorporate them into your portfolio

Options Playbook Radio

Options Oddities

We track all the unusual options trading activity on Options Oddities.

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This Week in Futures Options

The program designed to help active futures options traders stay on top of this ever-changing marketplace. 

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If you like business, if you like humor, if you like stock symbols, this is the podcast for you.

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