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  • 4 years ago
Volatility Views 120: Breaking down Earnings Straddles

Volatility Views 120: Breaking down Earnings Straddles

Volatility Views 120: Breaking down Earnings Straddles
Volatility Review: A little calmer week, at least compared to last week. VIX Options:3.8 calls to puts - way off the charts! Top open interest positions

245,725 .VIX Aug-14 15.0 calls
241,232 .VIX Aug-14 16.0 calls
238,364 .VIX Sep-14 19.0 calls

Decent movement in RVX, but no appreciable volume to accompany it OI: 470. Crude oil stable following recent volatility hovering around 14%.

 
Volatility Voicemail: Listener questions and comments

Question from Nick Snow - Figured this would be a good place or at least the right place for this question. What is implied vol? I mean to ask for a stock we just get one number but every strike has a different IV so when we get one is that the average of the smile or is it the ATM straddle vol? Seems like I should know this if I am trading it.
Question from Mr. Higgins - Dear volatility viewers - the Proshares Ultrashort VIX (UVXY) hit a low in June. I though the spread between VIX cash an

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