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A preview of what may move the market this week
| TIME (ET) | REPORT | PERIOD | FORECAST | PREVIOUS | | MONDAY, NOV. 13 | | 2:00 PM | Federal budget | Oct. | -- | -$46 bln | | TUESDAY, NOV. 14 | | 6:00 AM | NFIB small-business index | Oct. | -- | 103 | | 8:30 AM | Producer price index | Oct. | 0.10% | 0.40% | | WEDNESDAY, NOV. 15 | | 8:30 AM | Consumer price index | Oct. | 0.10% | 0.50% | | 8:30 AM | Core CPI | Oct. | 0.20% | 0.10% | | 8:30 AM | Retail sales | Oct. | 0.00% | 1.60% | | 8:30 AM | Retail sales ex-autos | Oct. | 0.20% | 1.00% | | 8:30 AM | Empire state index | Nov. | -- | 30.2 | | 10:00 AM | Business inventories | Sept. | -- | 0.70% | | THURSDAY, NOV. 16 | | 8:30 AM | Weekly jobless claims | 11-Nov | 239,000 | 239,000Â | | 8:30 AM | Import price index | Oct. | -- | 0.70% | | 8:30 AM | Philly Fed | Nov. | -- | 27.9 | | 9:15 AM | Industrial production | Oct. | 0.40% | 0.30% | | 9:15 AM | Capacity utilization | Oct. | 76.20% | 76.00% | | 10:00 AM | NAHB home builders' index | Nov. | -- | 68 | | FRIDAY, NOV. 17 | | 8:30 AM | Housing starts | Oct. | 1.200 mln | 1.127mln | | 8:30 AM | Building permits | Oct. | -- | 1.225mln |
  Options Insider Radio Network Episodes you may have missed from Options Insider Radio last week
Option Block 667: Return of the Viceroy, Plus DIS and NVDA
Posted November 10th, 2017
Trading Block: The Return of the Viceroy! OCC cleared contract volume up 20% in October.Earnings! Disney - ATM straddle $5, approx. 4.5% NVDA - ATM straddle $16, approx. 8% Odd Block: Put roll in Time Warner Inc. (TWX). Size call love ENSCO PLC (ESV).Strategy Block: Uncle Mike Tosaw discusses the pulse of the market.Mail Block: Options question of the weekTrading #Options during #Earnings is a coin flip. But you know you love to do it. What's your #Earnings #Options MO? 28% - Buy Calls/Call Spreads 5% - Buy Puts/Put Spreads 33% - Sell Puts/Put Spreads 34% - Fly/Iron Fly/ Iron Cond. Around the Block: Earnings check-in from DIS and NVDA. Uncle Mike is looking for 2600 in S&P. How many tax brackets? Taxes. Taxes. Taxes. High-yield bond charts look ugly.Â
Options Playbook Radio 183: DIS Backspread into Earnings
Posted November 9th, 2017
Since it is still earnings season, it makes sense to capture the movement surrounding earnings announcements. In this case, we are looking at a bullish ratio spread in DIS.In this episode: A recap of what happened with last week's FB position After AMZN, FB looked a little boring DIS reports earnings after the close on Thursday, November 9 What is the sentiment on DIS? Looking at the long straddle to figure out pricing Setting up a backspread in DIS Picking the strikes and expirations What is the downside? Upside? What do we want to happen? Â
Option Block 666: Earnings Trades, 7 VIX and T-Rexes
Posted November 7th, 2017
Trading Block: Earnings! Monday - Weight Watchers Tuesday - CBOE, Valeant, Snap Inc. Thursday - Nvidia, Macys, Kohl?s Friday - JCPenney Odd Block: Size call love in MRO. Opening calendar/stupid in RSX. Call 1x3 in RCX.Mail Block: So many questions!Options question of the week: Bitcoin just blew past $100B in "market cap." If #Options were available how would you trade them? 52% - Buy Calls/Call Spreads 18% - Buy Puts/Put Spreads 13% - Sell Covered Calls 17% - Other/Hate #Crypto Listener questions and comments: Comment from Tony Varriale? - HODL Comment from Contrlkaos - Call broken wing butterflies ANOTHER Options question of the week:Earnings is a coin flip. But you know you love to do it. What's your #Earnings #Options MO? Buy Calls/Call Spreads Buy Puts/Put Spreads Sell Puts/Put Spreads Fly/Iron Fly/ Iron Cond. More comments! Comment from Ophir Gottlieb? - $TSLA oh, if there was after hours option trading @Options Comment from Folfox - Do you prefer iron condor vs. iron butterfly? (I know 1 strategy wont work every time, but what scenario is preferred) Question from ThinkTankTrading - I have a question regarding funds like vxx and this quote from its prospectus...In connection with these limits, the Dodd-Frank Act has required the CFTC to adopt regulations establishing speculative position limits applicable to regulated futures and OTC derivatives and impose aggregate speculative position limits across regulated U.S. futures, OTC positions and certain futures contracts traded on non-U.S. exchanges. In December 2016, the CFTC re-proposed rules on position limits with respect to the 25 physical delivery commodity futures and options contracts, as well...What happens with cheap low Vol prices and this position limit, and they can't get the Vol exposure needed to track the benchmark? ...Positive or inverse ETFs?...One will have massive margin lending/ borrowing costs and the other won't be allowed to buy more futures at some point...The second that happens the Nav will be out of whack and become a closed end fund with Arb to Nav opportunities aka the death spiral - would you agree? Or am I missing something - thanks in advance...Asking for a friend hahahah kidding. Around the Block: RCM webinar on Wednesday, November 8th, 12:00 CST -Â How to Webinar: Trading Options on Stocks & FuturesEconomic Reports this Week: Nov 7 - JOLTS Nov 8 - EIA Petroleum Status Report Nov 9 - Jobless Claims Nov 10 - Consumer Sentiment, Treasury Budget
Volatility Views 279: FB, AAPL and TSLA Earnings Volatility
Posted November 6th, 2017
Volatility Review: A look back at the week from a volatility perspective.The Numbers: VVIX - 91.5 CBOE Skew Index - 136 VXN - 14.7 Russell's Weekly Rundown VIX Options: ADV - 833k, VIX Call/Put - 3.9, Total 11.7m (9.37m Calls, 2.37m Puts) Earnings Volatility: Apple, Facebook, Tesla Commodity Volatility: Crude/OIV, Gold/GVZ Volatility Voicemail: Listener questions and comments Comment from Don S: Ah, if you had called me for the last VV, I would have regaled you with stories from the Morgan Stanley trading desk about Black Monday. But none would have been better than the one of my buddy and colleague, Peter, who in August 1987 decided that the market was overdone and invested $20,000 of his own money in OTM SPX November puts. Those options, which were 1/8 before the crash, went to $50, and his $20,000 turned into 400 times that, or ... wait for it! ... $8 million! Ah, the good ol' days. :-) Don Question from Hawkeye - To ye merry band of Magical Voice, grease laden Meatballs, favorite Uncles, and Lobsters with Tubs of butter: I already get that SVXY, XIV, and other short ETF/ETNs can go bust overnight due to the front 2 futures doubling. What would happen if I held long SVXY puts in an IRA and the fund had to close because the SHTF? How would I exercise them if the fund doesn't trade? I can't cover due to underlying frozen, but I can't exercise without covering because that would put me short in an IRA? Or would they still allow it as an exception? How would it all unwind? Thanks for all you guys keeping me learning, laughing, and most of all, thinking. Your longtime listener - Hawkeye Crystal Ball: Wild and reckless prognostication.Last week: Mark L. - 9.65 Mark S. - 10.16 Ophir - 9.8 Ghost of Russell - 38.3 This week: Mark L. - 9.55 Andrew - 9.99 Russell - 8.95
This Week in Futures Options 76: Talking All Things Crude, Gold, and Bitcoin
Posted November 6th, 2017
Topics this week include: Crude Oil Gold/Metals Wheat/Ags Winners: Live Cattle, RBOB Losers: Rough Rice, Lumber Futures Options Feedback: Options question of the week.Bitcoin just blew past $100B in "market cap." If #Options were available how would you trade them? Buy Calls/Call Spreads Buy Puts/Put Spreads Sell Covered Calls Other/Hate #Crypto Listener questions: Question from Mantauk - What is the actual implied volatility of bitcoin?
Options Insider Radio Interviews: Predicting Political Volatility and Bitcoin with Predata
Posted November 6th, 2017
In this episode, Mark is joined by Jim Shinn, Predata's co-founder and CEO.They discuss: Jim's background Using big data to predict behavior The political VIX: PVIX Bitcoin, AI, and the future of fintech How do they analyze social media to predict behavior? Monitoring metadata from conversations How do they work with options traders? What is the PVIX predicting? Find out more at predata.com
Options Insider Radio Interviews: Exploring the Ultra Fast Cloud with Apcela
Posted November 6th, 2017
In this episode, Mark is joined by Mark Casey, President and CEO of Apcela.They discuss: Mark's backgound in the financial services space What is Apcela? What sets Apcela's trading platform apart? The race to zero Cloud adoption, or lack thereof Improving the adoption of public cloud technologies The market data wars And more...
Where to Find Options Insider Radio? Do you know all the ways you can access Options Insider Radio
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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 As always, you can join in the fun at http://mixlr.com/options-insider/ Â
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