Featured Interview Options Insider Radio Interviews: Talking Index Volatility with FTSE Russell Posted March 21st, 2018 In this episode, Mark is joined by Sean Smith, Managing Director of Derivatives Licensing & Exchange Data, and Ron Bundy, Global Head of Strategic Accounts at FTSE Russell. They discuss: - What are some highlights from the past month from FTSE Russell?
- The return of volatility
- Where have volumes grown?
- What brought them to FIA Boca?
- A check in on RVX
- And more
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Upcoming Economic Reports A preview of what may move the market this week
| TIME (ET) | REPORT | PERIOD | PREVIOUS | | MONDAY, JULY 30 | | 10:00 AM | Pending home sales | June | -0.50% | | TUESDAY, JULY 31 | | 8:30 AM | Employment cost index | Q2 | 0.80% | | 8:30 AM | Personal incomes | June | 0.40% | | 8:30 AM | Consumer spending | June | 0.20% | | 8:30 AM | Core inflation | June | 0.20% | | 9:00 AM | Case-Shiller home price index | May | 6.4% yoy | | 9:45 AM | Chicago PMI | July | 64.1 | | 10:00 AM | Consumer confidence index | July | 126.4 | | WEDNESDAY, AUG. 1 | | 8:15 AM | ADP employment | July | 177,000 | | 9:45 AM | Markit manufacturing PMI | July | 55.4 | | 10:00 AM | ISM manufacturing index | July | 60.20% | | 10:00 AM | Construction spending | June | 0.40% | | 2:00 PM | FOMC announcement | Â | 1.75-2% | | Varies | Motor vehicle sales | July | 17.5 mln | | THURSDAY, AUG. 2 | | 8:30 AM | Weekly jobless claims | 28-Jul | -- | | 10:00 AM | Factory orders | June | 0.40% | | FRIDAY, AUG. 3 | | 8:30 AM | Nonfarm payrolls | July | 213,000 | | 8:30 AM | Unemployment rate | July | 4.00% | | 8:30 AM | Average hourly earnings | July | 0.20% | | 8:30 AM | Trade deficit | June | -$43.1bln | | 9:45 AM | Markit services PMI | July | 56.5 | | 10:00 AM | ISM nonmanufacturing index | July | 59.10% |
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Options Insider Radio Network Episodes you may have missed from Options Insider Radio last week
Posted July 27th, 2018 Trading Block: A review of the week from a trading perspective - Earnings: Thursday - Amazon, McDonalds, Comcast, Starbucks, Nokia
- Friday - Twitter, Merck
- Facebook (FB) is 'face-planting' after hours tonight.
Earnings Flash Poll: Facebook (FB) is getting crushed post-earnings, trading down nearly 20% after-hours. Assuming it opens at that level, what's your next FB options trade? Other suggestions? Submit them below: - Buy Calls/Spreads
- Buy Puts/Spreads
- Sell Puts/Spreads
- Sell Calls/Spreads
- Comment from ProBuck:Sell OTM monthly puts
- Comment JackDanielsTrades:Prob stay away
Odd Block: More Jan 2019 50 Puts in Tesla Motors Strategy Block: Uncle Mike Tosaw discusses pros and cons of getting long Facebook. Mail Block: Listener questions and comments Volatility Flash Poll: VXX is back in the erosion zone. Many short vol traders are anxiously waiting for it to break the 30 handle. When do you think VXX will finally break 30? This week? Next Week? Never? Let us know below: - 5% - Week Ending Fri 7/20
- 32% - Week Ending Fri 7/27
- 32% - Week Ending Fri 8/3
- 31% - Never! I'm Long Vol!
Listener question: - Question from Allen T. -Does it count as a calendar if it’s on two different underlyings? Or is that more of a pairs trade?
Around the Block/This Week in the Market: - Jul 27 - GDP, Consumer Confidence
 Posted July 27th, 2018 Topics this week include: - Crude
- Ags/SoybeansBitcoin/Crypto
- Question from LLN9 - Are beans calls showing any hope for an upside move in next six months?
Futures Options Feedback: Listener questions and comments - Question from HLC - I have a couple of FOPs that are going to expire deep in the money but covered by the underlying long future position. When should I expect the long position to disappear from my account so I can hedge accordingly? Would I have the position till EOD Friday or is Thursday the last day? Or it would disappear from my account anytime during Friday?
- Question from Joanna Lan - What kind of courses do they offer at the CME institute? Are they all in-person or online?
- Question from Da Brezner - Nick from QuikStrike has suggested being long gold with a hedge. Is he just suggesting being long the futures with a long put hedge or just long gold deltas through something like a risk reversal and then having a long put kicker?
 Posted July 26th, 2018 Huddle up, listeners. It's time for listener questions. If you have questions about anyoptions plays, you can find more in The Options Playbook, which is always available on OptionsPlaybook.com, in on the Amazon Kindle edition. Specifically: - How do you like to trade options during earnings season? Do you hold a position through an announcement?
- How do you determine a strategy or direction? How to select strikes and expiration?
- What the brokers versus the regulators have to say about defined risk trades
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.  Posted July 25th, 2018 Swan Global Investments, our long-time partner for the Advisors Option, has an event every year that brings together leaders from the industry to promote an open dialogue to discuss and share ideas on some of the most challenging issues facing investors. We are pleased to bring you audio from this event. Part 5: Where Hedged Equity Fits and Many Options with Options - Roles Hedged Equity Serves in a Portfolio presented by Marc Odo, CFA, CAIA, CIPM, CFP - Dir. of Investment Solutions, Swan Global Investments
- Expanding the Opportunity Set for Risk Management Across Multiple Structures
Moderator: Panelists: Marc Odo, CFA, CAIA, CIPM, CFP - Dir. of Investment Solutions, Swan Global Investments Panelists: - Micah Wakefield, CAIA - Dir. of Research & Product Development, Swan Global Investments
- Chris Hausman, CMT - Dir. of Risk Management & Chief Technical Strategist, Swan Global Investments
 Posted July 25th, 2018 Swan Global Investments, our long-time partner for the Advisors Option, has an event every year that brings together leaders from the industry to promote an open dialogue to discuss and share ideas on some of the most challenging issues facing investors. We are pleased to bring you audio from this event. Part 4: RIA Roundtable: Implementations for Wealth Management Moderator: Gib Watson III, CIMA - Managing Partner, Trident Wealth Management Consulting, LLC Panelists: - Bill Harding, CFA - CIO, Jackson National Asset Management, LLC
- Zoe Brunson, CFA - SVP Investment Strategies Group, Asset Mark, Inc.
- Paul Courtney, CFA , CAIA - Co-Founder & Director of Research, SpringTide Partners
 Posted July 25th, 2018 Swan Global Investments, our long-time partner for the Advisors Option, has an event every year that brings together leaders from the industry to promote an open dialogue to discuss and share ideas on some of the most challenging issues facing investors. We are pleased to bring you audio from this event. Part 3: The Coming Age of Transformation, How It Will Change Everything Guest Speaker: John Mauldin - Chairman of Mauldin Economics, President of Mauldin Solutions, LLC  Posted July 24th, 2018 Swan Global Investments, our long-time partner for the Advisors Option, has an event every year that brings together leaders from the industry to promote an open dialogue to discuss and share ideas on some of the most challenging issues facing investors. We are pleased to bring you audio from this event. Part 2: A Strategy to Define Risk 20-Year Perspective on Risk Management Moderator: Sean McCaffrey - Managing Director, Head of Distribution, Swan Global Investments Panelists: - Randy Swan - Founder, CEO, and Lead Portfolio Manager, Swan Global Investments
- Rob Swan - COO and Portfolio Manager, Swan Global Investments
 Posted July 24th, 2018 This best of Option Block episode was originally posted on July 22nd, 2016 Trading Block: Most major markets off 0.5% or more. VIX cash watch. Earnings today (before) Dunkin Brands,General Motors, Marriott Vacations, Southwest Airlines; (after) AT&T, Chipotle Mexican Grill, E*Trade Financial (ETFC). Apple Watch is a flop! Odd Block: Calls trade in Nobel Corporation (NE), calls trade in Teucrium Corn Fund (CORN), calls and puts trade in Ebay Inc (EBAY), and calls trade in Mattel Corp (MAT). Mail Block: Listener questions and comments....LIVE! - Size aside, what are the primary benefits of using SPX instead of SPY.
- What is going on in the VIX Aug 13 puts?
- Which names are the most reliable premium writes each quarter?
- Is there a tradeable pair between VIX and another member of the family of volatility products?
- What to do with the upcoming UVXY reverse split?
Around the Block: Earnings on Friday: American Airlines, General Electric Company, TCF Financial, Whirlpool Corporation.  Posted July 24th, 2018 Swan Global Investments, our long-time partner for the Advisors Option, has an event every year that brings together leaders from the industry to promote an open dialogue to discuss and share ideas on some of the most challenging issues facing investors. We are pleased to bring you audio from this event. Part 1: Perspectives on Risk Management Seeking Solutions for Endowments, Foundations, and Pensions Moderator: Gib Watson III, CIMA - Managing Partner, Trident Wealth Management Consulting, LLC Panelists: - Samuel Gallo, CPA, CAIA - CIO, University System of Maryland Foundation
- Carlos Chujoy, CFA - CIO, Employment Retirement System of Texas
- Sean P. McChesney - Vice President, Hedged Strategies Research, Fund Evaluation Group, LLC
 Posted July 23rd, 2018 OIC instructor Bill Ryan joins host Joe Burgoyne in a discussion about protection strategies. Then, Mark Benzaquen from OIC’s Investor Services talks about how his group can help with your options-related questions.  Posted July 23rd, 2018 Volatility Review: A look back at the week from a volatility perspective - More trade war! Trump threatens $500B more tariffs, the market shrugs.
- VIX Cash - 12.50
- VVIX - 100
- VIX Options - ADV: 460k, VIX call/put: 3.1/1, Total 5.42m (4.09m Calls, 1.34m Puts)
- VXX - 31, ADV: 255k
- Earnings: Netflix and Microsoft
Volatility Voicemail: Listeners have their say QOTW: Trading Options during earnings season can be challenging. Some live for it while others avoid it. Do you hold Options positions through Earnings announcements? If so, what is your approach? Or do you prefer to trade just before/after the event? Or is it all too risky? - 28% - Yes, Short Premium
- 20% - Yes, Long Premium
- 25% - No, Too Risky
- 27% - I trade around the event
QOTW, part deux: Yup it's earnings season once again. Options traders are gearing up for a busy season. Which names do you think will dominate your options trading this season? Listener questions and comments: - Question from BigDawg - Are there any of the proprietary vol indicators out there that you guys follow regularly?
- Question from Lil Vig - Is VXX the greatest trading vehicle ever created? So much sweet erosion.
Crystal Ball: Your prognostication headquarters Last week: - Mark L. -12.20
- Andrew -12.25
- Guest - 11.99
Next week: - Mark L. - 12.23
- Andrew - 12.22
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Where to Find Options Insider Radio? Do you know all the ways you can access Options Insider Radio              Â
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:
This Week in Futures Options LIVE at 1:30 Central (NEW DAY, SAME TIME)
Option Block LIVE at 3pm Central
Friday:
Volatility Views LIVE at 12pm Central
As always, you can join in the fun at http://mixlr.com/options-insider/
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