Upcoming Economic Reports
A preview of what may move the market this week | TIME (ET) | REPORT | PERIOD | FORECAST | PREVIOUS | | TUESDAY, SEPT. 12 | | 6:00 AM | NFIB small-business index | Aug. | -- | 105.2 | | 10:00 AM | Job openings | July | -- | 6.2 mln | | WEDNESDAY, SEPT. 13 | | 8:30 AM | Producer price index | Aug. | 0.30% | -0.10% | | 2:00 PM | Federal budget | Aug. | -- | -$107bln | | THURSDAY, SEPT. 14 | | 8:30 AM | Weekly jobless claims | 9-Sep | 300,000 | 298,000 | | 8:30 AM | Consumer price index | Aug. | 0.30% | 0.10% | | 8:30 AM | Core CPI | Aug. | 0.20% | 0.10% | | FRIDAY, SEPT. 15 | | 8:30 AM | Retail sales | Aug. | 0.10% | 0.60% | | 8:30 AM | Retail sales ex-autos | Aug. | 0.40% | 0.50% | | 8:30 AM | Empire state index | Sept. | -- | 25.2 | | 9:15 AM | Industrial production | Aug. | 0.10% | 0.20% | | 9:15 AM | Capacity utilization | Aug. | 76.80% | 76.70% | | 10:00 AM | Business inventories | July | -- | 0.50% | | 10:00 AM | Consumer sentiment | Sept. | 94.2 | 96.8 |
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 Join Us at the Professional Traders Summit
On the fence about attending the 2017 Professional Traders Summit? Why don't you join us and bring a friend as your guest? For the next few days, you can purchase one seat for $297 and bring a guest at no additional cost. The 2017 Professional Traders Summit features an expert panel of speakers who are committed to making sure you walk away from this event with more tools and insight to trade in all market conditions. Get in the Middle of the Trading Action Live at the Historic Chicago Board Options Exchange (CBOE) September 27-29, 2017 Click here now for full details on the 2-for-1 special. Don't delay! This ends once all the guest seats are taken.
 Options Insider Radio Network Episodes you may have missed from Options Insider Radio last week Option Block 650: Talking Hurricanes, Missiles and Bankruptcy Puts with Fidelity Posted September 8th, 2017 Joining the all-star panel is guest co-host Greg Stevens, VP of Product Development of Options at Fidelity Investments. Trading Block: Hurricane Irma puts Florida in it's crosshairs. The numbers are in: August was surprisingly strong. Earnings season is in the rearview mirror now. Odd Block: TSLA options tracker. Upside call love in Himax Technologies, Inc. (HIMX), massive put block in iShares MSCI Japan ETF (EWJ), and call frenzy from 8/17 in Utilities SPDR (XLU). Mail Block: 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 and comments: What's on your mind? - Question from Ejh4isu - Question for the option block: What happens to puts I'm holding if the company files bankruptcy or becomes insolvent? Am I just out of luck?
- Comment from Notyourcountry - What's the probability that Netflix $NFLX won't file for Chapter 11?
- Question from CLT - Heard a rumor that minis were making a comeback. Any truth to it?
Around the Block: Hurricane cannon pointed at the southeast. NFL season kicks off tonight. Tension between China and North Korea. Literal weekend risk.  Options Playbook Radio 174: Back to Basics with Probability Posted September 7th, 2017 Last week, we started the back to the basics with the Greeks. You can find an entire chapter on Greeks in The Options Playbook. This is always available on OptionsPlaybook.com, in on the Amazon Kindle edition. In this episode, Brian discusses: - Looking at probability using a 90-day option as an example
- What is the probability of an $8 move in a $60 stock in 90 days?
- Where do you think the option will be trading at in 90 days?
Do you have a question that you want answered on a future episode? Send them to Brian at theoptionsguy@invest.ally.com, or to the Options Insider at questions@theoptionsinsider.com.  This Week in Futures Options 67: Hurricane Harvey Surprises Options Traders Topics this week include: Crude Gold Winners - R-Bob, Heating Oil Losers - Oats, Milk Futures Options Feedback: Question from JLC - Where can I get the collar study referenced on the show? Question from Mark T. - So which assets perform the best... Posted September 5th, 2017 Topics this week include: - Crude
- Gold
- Winners - R-Bob, Heating Oil
- Losers - Oats, Milk
Futures Options Feedback: - Question from JLC - Where can I get the collar study referenced on the show?
- Question from Mark T. - So which assets perform the best from a collar perspective?
- Question from Toms - New OIC study coming soon?
- Question from J. Marello - I heard that time decay doesn't impact straddles the same way in futures options that it does in stocks. Is that true and are straddles better to buy in futures options for this reason?
Volatility Views 270: Return of VIX Ratios plus VXX Questions Posted September 5th, 2017 Volatility Review: A look back at the week from a volatility perspective. The numbers: - VIX Cash - 10.59, VVIX - 94.86
- CBOE Skew Index - 130.5
Russell's Weekly Rundown: - VIX Options: ADV - 785k, VIX Call/Put - 3.3
- Total 12.0m (9.24m Calls, 2.76m Puts)
- OIV - 28.29
- OVX - 28.37
Volatility Voicemail: Options Question of the week: Let's get cheap! If you had to buy "lottery ticket" December calls for $.05 in one name - which would you choose? #HomeRun Listener Questions and Comments: - Question from JC - What am i missing? If VXX erodes why does anyone buy it?
- Question from Simyan - So I should just short VXX into the dust? Is that the deal?
- Question from Nils - So if the max length between splits is 3 years, and the minimum split price is $10 - aren't the Jan 2019 20 puts for $2 a screaming deal?
- Question from TimTim - Do any other Vol products exhibit this erosion?
Crystal Ball: Wild prognostication Last week: - Mark L. - 11.75
- Mark S. - 11.00
- Russell - 10.80
This week: - Mark L. - 10.15
- Mark S. - 10.65
- Russell - 11.00
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Where to Find Options Insider Radio? Do you know all the ways you can access Options Insider Radio                
Options Insider Radio Network Live Recordings
Do you want to be a part of the fun? This is when you can access the LIVE shows this week:
Monday:
Option Block LIVE at 3pm Central
Thursday:
Option Block LIVE at 3pm Central
Friday:
Volatility Views LIVE at 12pm Central
This Week in Futures Options LIVE at 1:30 Central Â
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