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TIME (ET) | REPORT | PERIOD | FORECAST | PREVIOUS | MONDAY, SEPT. 25 | 8:30 AM | Chicago Fed national activity | Aug. | -- | -0.01 | TUESDAY, SEPT. 26 | 9:00 AM | Case-Shiller home prices | July | -- | 5.80% | 10:00 AM | Consumer confidence index | Sept. | 118.5 | 122.9 | 10:00 AM | New home sales | Aug. | 593,000 | 571,000 | WEDNESDAY, SEPT. 27 | 8:30 AM | Durable goods orders | Aug. | 1.1%Â | -6.8 | 8:30 AM | Core capital goods orders | Aug. | -- | 1.00% | 10:00 AM | Pending home sales | Aug. | -- | -0.80% | THURSDAY, SEPT. 28 | 8:30 AM | Weekly jobless claims | 23-Sep | 260,000 | 259,000 | 8:30 AM | Gross domestic product | Q2 | 3.10% | 3.00% | 8:30 AM | Advance trade in goods | Aug. | -$66 bln | -$65.1bln | FRIDAY, SEPT. 29 | 8:30 AM | Personal income | Aug. | 0.10% | 0.40% | 8:30 AM | Consumer spending | Aug. | 0.20% | 0.30% | 8:30 AM | Core inflation | Aug. | 0.20% | 0.10% | 9:45 AM | Chicago PMI | Sept. | -- | 58.9 | 10:00 AM | Consumer sentiment | Sept. | 94.5 | 95.3 |
  Options Insider Radio Network Episodes you may have missed from Options Insider Radio last week Options Insider Radio Interviews: Celebrating 25 Years of the OIC  Posted September 22nd, 2017 Mark is joined by Mary Savoie, Executive Director of the Options Industry Council (OIC) and First Vice President, Industry Services for The Options Clearing Corporation (OCC). They discuss: Mary's background in the options industry The 25th anniversary of the Options Industry Council What is the origin of the OIC? The mission of the OIC The newly upgraded website, optionseducation.org How does OIC support advisors? The OIC video series And more...  Advisors Option 59: Using Options as a Passive Investor  Posted September 22nd, 2017 Today's co-hosts are Marc Odo, Director of Investment Solutions, Swan Global Investments and Matt Amberson, Principal, Option Research & Technology Services. Tricks of the Trade: How do options fit into the active vs. passive debate? Active vs. Passive? It Doesn't Matter, by Marc Odo. How do you incorporate options into a "passive" portfolio? The Buzz: Advisors Sticking With Active Investments: Practical Perspectives. ETF Use Keeps Growing (and Growing). An update on the ongoing DOL fiduciary battle. Office Hours: In which the listeners take over the show. Options question of the week: First #Harvey, then #Irma an #Jose and now #Maria. We prep houses/cars/family for #disasters. How do you prep your portfolio? 31% - Get Long $VIX/$VXX/$UVXY 15% - Go To Cash/T-bills 27% - Buy Index/Stock Puts 27% - "Risk Assets" - Gold, etc. Listener questions and comments: Question from JV Cavalia - Question for Advisors Option on annuities. Hello Mark, Randy, Mike and Eric. I am very much enjoying your program. I am still new to options and I am interested in annuities. But most of them seem to be overly complex and riddled with hidden fees. Many of them also seemed to utilize some form of derivative to achieve their investment goals. The obvious question then is can I achieve the same results myself just using options? Would writing a quarterly call on a broad index achieve the same long-term income results for example? Do you have other suggestions? Thanks again.  Option Block 654: Looking into EFX Insider Trading  Posted September 22nd, 2017 Trading Block: VIX is back in the single digits, hitting 9.54 today. AAPL and the iPhone X. The Key Question on Equifax Options Trade Is Who Initiated the Order. Odd Block: A funky fly/stupid in Finish Line Inc. (FINL). Put spread vs. calls in SPDR Euro Stoxx 50 ETF (FEZ). Size collar trade in Amicus Therapeutics, Inc. (FOLD). Strategy Block: The listeners pick the strategy block: Uncle Mike discusses selling premium with a 9 VIX. Mail Block: Listeners take control of the show Comment from Salman Azhar - I've been selling out of money debit diagonals during earning, on both upside and downside. Essentially exploiting vega during volatility crush. I lose some money at times but the overall strategy has been great. Have I been lucky or does this make sense? Comment from Jedi Marcus - Did the EFX executive know about the breach, but before they disclosed it to the public? Around the Block: VIX futures have been consistently correct, VIX cash consistently wrong. What shoe will drop?  Options Playbook Radio 176: Long Spreads  Posted September 21st, 2017 In this episode, Brian explores long spreads. Specifically, long call spreads and long put spreads. These can be found on pages 60 and 62, respectively, of The Options Playbook. This is always available on OptionsPlaybook.com, in on the Amazon Kindle edition. Details include: The dynamics of spread trading Using AAPL as an example What to consider regarding forecasting and timing The value of the spread does not provide quick rewards Selecting strikes What is the maximum risk? What is the maximum reward? Always look at how much time premium you have 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.  Option Block 653: Was There Insider Trading in EFX?  Posted September 19th, 2017 Trading Block: The S&P held 2500 today. Equifax gives away the keys to the kingdom. One exec even cashed in his options before the public disclosure. EFX options volume up is again today. Odd Block: TSLA Options tracker is back. Size call vertical in Visa Inc. (V). Massive opening call print in T-Mobile US Inc. (TMUS). Mail Block: Listeners have their say Options question of the week: First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio? Get Long $VIX/$VXX/$UVXY Go To Cash/T-bills Buy Index/Stock Puts "Risk Assets" - Gold, etc. ANOTHER options question of the week: $EFX exec. cashes out #Options worth $584k a month before disclosing massive breach. $EFX off near 35%. Well-timed, lucky or illegal? He Got Very Lucky He's a genius He acted on inside info Busy Freezing My Account Listener Questions and comments: Comment from Kathryn Corby: How do you guys know the put buyer is not selling near-the-money puts at the same time? That would be smart. Question from Richard D - Dear Derivative Dignitaries, It's your long time listener "Richard D" again. I couldn't write over the last few weeks because I did not have a new appropriate salutation for you! I have recently been looking at some Apple calendars. I'll see for example I can get near term Apple calendars near the strike using puts for about 5% less than calls. For example, recently, with the equity price around $161 a long 162.5 Sept 22 / 29 call calendar would go for about $.62 while the puts about $.59. Aren't these supposed to be the same and since they are not can you arb this, especially if you do not have commission charges. Thanks and I appreciate the wealth of knowledge AND laughs I get from your show. V/R, Richard Question from SacMan12: What are the odds that SVXY gets back to 70? Around the Block: Will we hold 2500? Is it a buying opportunity in SLV? Risk reversals in VIX?  This Week in Futures Options 69: The Latest Gold and Crude Research  Posted September 18th, 2017 This episode features special guest Erik Norland, Executive Director and Senior Economist of CME Group Topics this week include: Gold Crude Oil Winners: Nat Gas, WTI Losers: Lean Hogs, Iron Ore Futures Options Feedback: Listeners weigh in Options Question of the Week: First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio? Get Long $VIX/$VXX/$UVXY Go To Cash/T-bills Buy Index/Stock Puts "Risk Assets" - Gold, etc. Listener Questions: Question from Uriah - I think CME should do an updated version of the collar study but on futures options? There are a lot of markets on the CME platform that seem well suited to collar trading. Question from Tomseh - Can we get a QuikStrike skew index that we can track and trade?  Volatility Views 272: How Do Europeans Trade Volatility?  Posted September 18th, 2017 Volatility Review: A full overview of CBOE RMC Europe. The numbers: VIX Cash - a high of 11.10 on Monday. VVIX - 92 CBOE Skew Index - 142.74 Russell's Weekly Rundown: VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts). OIV - 26.34 Volatility Voicemail: Listener Questions and Comments Options question of the week: First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio? Get Long $VIX/$VXX/$UVXY Go To Cash/T-bills Buy Index/Stock Puts "Risk Assets" - Gold, etc. Listener Questions: Question from Volbug: You mentioned on the show that our twins (XIV & UVXY) could go to zero if there is a big enough spike in vol. Would you and the crew be able to take a guess at what level of vol action would result in such an occurrence? Second question is, wouldn't such a spike send equities out the window also? As always, thanks for the show. Question from PBiggers - Time to go long VIX? Sell some EFX premium? Some skew in there. IV is at a 52 wk high. Liquidity is sketchy. Crystal Ball: Your prognostication headquarters Last week: Mark L. - 11.5 Mark S. - 11.01 Russell - 12.25 This week: Mark L. - 9.8 Mark S. - 10.5 Russell - 11.11  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 As always, you can join in the fun at http://mixlr.com/options-insider/  |