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  • 3 years ago
Volatility Views 168: Gold Storms and Earnings Straddles

Volatility Views 168: Gold Storms and Earnings Straddles

Volatility Review: A review of the week from a volatility perspective.

Volatility continues through earnings season - Disney and Tesla hit hard.
VIX Cash: 14.13 - Some juice coming back into the balloon.
VIX Futures: 12.16 - not as controversial as main VIX settlement.
VIX Options: Decent volume week - 770k contracts Monday. Total 7.95m (5.89m Calls, 2.05m Puts).
Crude Oil: WTI term structure - West Texas Intermediate is heading for its biggest monthly fall this year.
Gold: A prominent gold forecaster predicts the metal will drop to a mere $350 an ounce, a level unseen since 2003.
Gold Implied Vol: 12.1% as of July 14, 2015 and up to 18.8% on July 21, 2015

Volatility Voicemail: listener questions and comments

Question from Antimony - Question for the Vol Squad. Have you had a chance to look over the list of latest index products launched by the CBOE? Any contenders? Personally I think the weekly revamps of put and BXM have promise, along with the 30-delta BXM.
Question from Tommy He

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