AO 111: Volatility Reversals and Infamous Collars?

HOST: MARK LONGO, THE OPTIONS INSIDER MEDIA GROUP CO-HOST: MATT AMBERSON, OPTION RESEARCH & TECHNOLOGY SERVICES GUEST: RICHARD ROSENTHAL, CBOE GLOBAL MARKETS

INTRODUCTION OF GUEST AND BRIEF OVERVIEW OF CBOE'S STRATEGY BENCHMARK INDEXES

THE P&L STATEMENT

• THOUGHTS ON CURRENT MARKET
• VALUATIONS/VOLATILITY REGIME/ OPTIONS ACTIVITY

EARNINGS VOLATILITY

• EARNINGS SEASON ANALYSIS THIS YEAR
• NEW OPTIONS SCANNERS FROM ORATS

OPTIONS 101 SEGMENT - THE COLLAR REVISITED

• ZERO COST PUT SPREAD COLLAR IN THE SPX
• MARK CUBAN STORY ABOUT THE YAHOO COLLAR
• RECOMMENDATIONS FOR SOURCES OF PORTFOLIO PROTECTION
• BETTER WAY TO APPROACH COLLARS IN THESE HIGH VALUATION MARKETS
• INDEX COLLARS VIABILITY

THE BUZZ SEGMENT

• JANUARY OPTIONS VOLUME NUMBERS FROM OCC
• CBOE RESEARCH:
  • GLOBAL OPTION-WRITING STRATEGIES TO REDUCE RISK AND ENHANCE INCOME
  • IMPROVING DIVERSIFICATION BY HARVESTING PREMIUMS & CUSHIONING RISK
  • OPTIONS-BASED BENCHMARK INDEXES: PERFORMANCE: RISK AND PREMIUM CAPTURE
  • THE BIGGEST OPPORTUNITIES IN SMALL CAPS