Volbox @TheVolbox Twitter profile

Pinned Tweet

Volbox

@TheVolbox

4 days

0

1

10

Last Seen Profiles

@ibuibumontok

@realgotvixx

@Pegos19

@minbyeong_gil

@StevenRissotto

@aybukeskd

@daley70273

@Cruzmakerr

@lswry168189

@Sacuthegtt4Q

@stw46

@Vuragado

@Riskaariska212

@bokeplokalmalam

@ayaittobrainrot

@KruWan4289

@PSheilla38627

@__dkally

@glabrate1980

@AudergoUy

@Lernoreth_HAZo

@salvation_0101

@kerolimu

@ROCDC

@AlexisCosette

@AmenehNaja96803

@darrenOS_

@BwdAlhtary

@DogecoiinNorway

@exvallk

@Padmadeo

@muahid_hafiz

@STAY20320hy

@GhostlyGabPod

@bokeplokalmalam

@tarS_she

Volbox

@TheVolbox

1 month

New blog out re call skew! Tickers mentioned: $GME and $SLV. First month free at !

Volbox

Volbox is a 3D implied volatility surface for ALL options traders. We offer a professional grade product for a retail price. Know Your Options.

www.volbox.com

0

6

43

Volbox

@TheVolbox

2 months

$COIN $MSTR $MARA $BTC Curious to see crypto/bitcoin stocks have the same basic volatility term structure, with noted elevation in implied volatility starting 15 NOV. #cryptomarket

3

5

36

Volbox

@TheVolbox

3 months

$SAVA Cassava Sciences has one of the *wildest* surfaces we have seen. Huge elevated IV for the June 2025 contract, with a flat smile. Note also the $SAVA is on the Nasdaq Reg SHO Threshold List.

2

8

23

Volbox

@TheVolbox

2 months

@NVDA One powerful use of the software is to compare IVs for different strikes between smiles (expiries). Asks tend have smooth IVs, but bid IVs are all over the place, even in the monthlies! Know your options at ! @TicTocTick

2

4

18

Volbox

@TheVolbox

26 days

@tiffinyfawcett The $SAVA vol surface is wild! 17 JAN 2025 ATM implied volatility is almost 290%. These options are not... "cheap."

1

4

12

Volbox

@TheVolbox

7 days

New blog on Options on Volatility! We explore the unusual surface for $UVXY, the 2x levered VIX futures ETF. Try our 3D vol surfaces with your first month free at . $UVXY $CPRI

Volbox

Volbox is a 3D implied volatility surface for ALL options traders. We offer a professional grade product for a retail price. Know Your Options.

www.volbox.com

1

3

10

Volbox

@TheVolbox

1 month

@TrendSpider $SMCI earnings are 06 NOV, which normally would suggest an IV bump 15 NOV, but the options market expects the party to start sooner on 01 NOV. Note the wide spreads in the 01 NOV contract, with so many strikes!

7

3

12

Volbox

@TheVolbox

16 days

How can an Implied Volatility surface help your options trading? Read our new Volbox blog, Weather Forecast: First month free at Volbox!

Weather Forecast — Volbox

What if you could get a “weather forecast” for individual stocks, or the overall market? Is there such a thing? Surprisingly, yes, in a compact form known as a Volatility Surface.

www.volbox.com

1

2

10

Volbox

@TheVolbox

2 months

@Thepadre13 Yes! Most stocks exhibit negative skew: OTM puts have higher IV than OTM calls. This is called the “smirk” in the “volatility smile”. Odd to see OTM calls pricing in higher volatility than puts for future expirations. This *may* reflect higher demand for OTM calls. Helpful?

2

8

Volbox

@TheVolbox

1 month

There are many unusual things about the $BOIL 2x levered natural gas ETF IV surface. Perhaps the *most* unusual thing is call skew in almost all smiles, and particularly Jan 2025, where IV peaks over 113%. Winter is coming? #NaturalGas $UNG

1

0

6

Volbox

@TheVolbox

1 month

$NVAX down 9.4% but call skew in the 04 OCT smile persists. All eyes on November earnings; 102% ATM implied vol!

0

1

6

Volbox

@TheVolbox

2 months

@chigrl “Sell 30 April at 142!”

1

0

6

Volbox

@TheVolbox

1 month

$SAVA down 9.32% today. Earnings are 05 NOV, but option market expect the vol party to start 20 DEC after "Phase 3 Efficacy Results" announced. ATM IV over 250% in DEC. Bid/ask spreads as wide as the day is long! OMMs not in a hurry to take either side.

0

6

Volbox

@TheVolbox

26 days

@EricTheUmpire Check out the call skew in $OKLO! Steep backwardation. 18 OCT ATM implied volatility over 121%.

0

2

6

Volbox

@TheVolbox

2 months

@StockMKTNewz Is $INTC an election stock? Earnings are 24 OCT, but the big IV jump to 60% (ATM) is 15 NOV. 🤔 Also, call skew today in 20 SEP expiry.

3

2

6

Volbox

@TheVolbox

9 days

Checking in on $DJT. So... 08 NOV ATM implied volatility is now over 330%! This is election vol (03 NOV) + earnings vol (08 NOV) Flat smile and bid/ask spreads are wide! Totally normal...?😉

0

1

5

Volbox

@TheVolbox

9 days

$SLV remains in steep call skew through the term structure!

CNBC's Fast Money

@CNBCFastMoney

9 days

Final trade time! Let's go around the horn... $ET $SLV $BTC $RTX

7

6

51

0

5

Volbox

@TheVolbox

6 days

@CNBCFastMoney @MizuhoAmericas $VKTX +21.25% Options market predicts more movement ahead. 08 NOV expiration ATM IV 121%! And healthy call skew. Volbox

0

1

6

Volbox

@TheVolbox

2 months

@Darkminer71 $BYON opportunity to check on Beyond, Inc. while in the area… 🤔

3

0

4

Volbox

@TheVolbox

2 months

The $ASTS options IV surface be like: "I will never not be volatile." #ASTS #ASTSpaceMobile

1

2

5

Volbox

@TheVolbox

26 days

@StockSavvyShay $RKLB (+5.95%) vol surface mystery! Why does event vol peak 08 NOV, which is *before* earnings 13 NOV? Also, check out the call skew through most smiles.

6

1

5

Volbox

@TheVolbox

9 days

$TLT *slight* call skew in the near term!

Heisenberg

@Mr_Derivatives

9 days

Double downed on $TLT here. Pray for me.

134

7

505

0

5

Volbox

@TheVolbox

2 months

@BeckyQuick $PARA its tempting to give this IV surface the "crazy call skew award." But close inspection reveals the call wings are penny bid contracts, so IV may not be meaningful. Keep an eye on the ATM term structure, which tends to show the way. Know your options at

1

0

5

Volbox

@TheVolbox

3 months

$GEO (prison stock) with a high unusual volatility surface. Market pricing in elevated volatility around the election?

0

1

5

Volbox

@TheVolbox

2 months

@ahern_brendan $BABA Really interesting to see symmetrical skew in the options implied volatility smile.

0

3

5

Volbox

@TheVolbox

2 months

$ASTS up 6.7% as options traders focus on near term expirations. 20 SEP ATM IV over 180%! Term in steep backwardation. You can see this vol from space!

0

4

Volbox

@TheVolbox

1 month

Update on Trump Media options. The $DJT vol surface now has over 270% ATM IV for 08 NOV expected earnings (via @ZacksResearch )!! And, of course, election volatility. We call this the "Cathedral of Vol." "Spreads any wider, you could sail a ship through 'em" OMMs be like 😰

0

5

Volbox

@TheVolbox

22 days

$NVAX (+3%) has a dramatic vol surface in anticipation of NOV earnings. Note that ATM IV peaks 08 NOV, *before* earnings, and not 15 NOV. Election vol?🤔 More strikes trading in the NOV weeklies than in the NOV monthly. Call skew in all smiles!

Tiffiny Fawcett

@tiffinyfawcett

22 days

$NVAX 27%🔥

0

8

0

3

5

Volbox

@TheVolbox

1 month

The $FFIE options iVol surface remains in dramatic contango. Almost 235% implied volatility ATM for the 1 NOV contract. And yes, $FFIE remains on the Nasdaq Reg SHO Threshold List. @FaradayFuture @FINRA

1

2

4

Volbox

@TheVolbox

1 month

The $MARA vol surface is truly fascinating. Each smile/expiration tells a story. Some have symmetry. Some have skew. Some have many strikes. Some have few. Some have wide spreads. Some have narrow. Some are round. Some straight as an arrow! 🙃 #poetry #volatility

0

2

4

Volbox

@TheVolbox

2 months

@Darkminer71 $NVDL Wow that's a lot of IV to harvest as a put seller! 👨‍🌾🧺

4

1

3

Volbox

@TheVolbox

2 months

@gurgavin $INTC lots to see on the volatility surface! Short run call skew. Healthy IV bump for the 15 November expiration.

3

1

2

Volbox

@TheVolbox

1 month

@alc2022 @BastianelliLore That is a LOT of September call skew in $RKLB...

1

3

Volbox

@TheVolbox

1 month

@Jake__Wujastyk $MU earnings 25 SEP, and the 27 SEP smile is basically flat at 90% IV. That is a WALL OF VOL!

4

3

4

Volbox

@TheVolbox

1 month

$MSTR up over 9% today! Options are pricing big moves for earnings 06 NOV. The 08 NOV and 15 NOV expirations both have over 94% ATM IV. The "vol cliff" is an information barrier, like the event horizon of a black hole! Few can see beyond... 🕳️

2

0

4

Volbox

@TheVolbox

1 month

$GME call skew even more pronounced after the 50bp rate cut. Term structure contango is steep, with a NOV ATM inflection at 76% IV.

0

1

4

Volbox

@TheVolbox

2 months

$NVDA is a textbook options implied volatility surface. 1) Deep smile near term (20 SEP) with tight bid/ask spreads. 2) Some negative skew as OMMs charge extra to sell insurance (short puts). 3) Slight ATM IV bump 20 DEC after earnings 19 NOV. 4) Overall, moderate IV in the

0

1

4

Volbox

@TheVolbox

2 months

@Prof_heist $TLT has such a unique options ivol surface: Call skew, backwardation (downward ATM term structure), dual IV "bump" post election (Nov+Dec Monthlies).

5

2

4

Volbox

@TheVolbox

19 days

$AFRM + 12% Near term smile is in call skew. NOV earnings vol jumps from 64% to 90%. Mystery: Why does even vol peak 08 NOV *BEFORE* earnings 13 NOV??

Wall St Engine

@wallstengine

19 days

Wells Fargo Upgrades $AFRM to Overweight from EW; and Raises PT to $52 from $40: "Affirm has clearly demonstrated its ability to incrementally gain e-commerce checkout market share for the long term." "We see GAAP profitability on the horizon, which makes the valuation case for

0

10

39

1

0

4

Volbox

@TheVolbox

1 month

$RKLB up 4%. Not often do we find a smile that is *all* call skew, as with the 27 SEP expiration. Note the wide spreads. ATM IV over 81% for NOV earnings.

0

3

Volbox

@TheVolbox

2 months

@TrendSpider $TSLA vol surface with a "two part" speed bump in the middle. 18 Oct vol bump likely from earnings 14 Oct. 15 Nov vol bump from election volatility? #Tesla #ElonMusk

5

1

2

Volbox

@TheVolbox

2 months

$GME call buyers were paying 120% to 160% IV at the close! Stock down 9% AH. Options market makers win again? 😔

0

1

3

Volbox

@TheVolbox

1 month

New blog out re Funny Looking Volatility Surfaces: Tickers we discuss: $PG, $GOLD, $FDX, $APAM, and $SAVA Check it out, and don't forget the first month is free! ~ Volbox Team

Funny Looking Volatility Surfaces — Volbox

Making sense of options volatility surface shapes.

www.volbox.com

0

3

4

Volbox

@TheVolbox

26 days

@traderstewie $ASTS has a cool options IV surface. Much to unpack here.

0

1

4

Volbox

@TheVolbox

1 month

$TSLA options Robotaxi vol >> Earnings vol 10 OCT Robotaxi event. 11 OCT ATM IV over 83%. BIG IV Negative skew, LONG call tail, TIGHT spreads. 16 OCT Earnings 18 OCT ATM IV 77 %. Big, but not Robotaxi big. @elonmusk

Volbox

@TheVolbox

1 month

$TSLA IV mystery! Earnings are 16 OCT, but ATM IV peaks 11 OCT? Why? Robotaxi event on 10 OCT! In other words, options market cares more about Robotaxi than earnings... Note the tight spreads on 11 OCT contract!

0

2

1

3

4

Volbox

@TheVolbox

2 months

@JSpitTrades $FTNT interesting upward trending options volatility surface.

1

2

3

Volbox

@TheVolbox

1 month

$SMCI another "double bump" IV surface 06 NOV - Earnings 08 NOV - ATM IV 84.2%, WIDE spreads, flat(ish) smile 15 NOV - ATM IV 83.8%, TIGHT spreads, put skew Weird, right?

1

0

4

Volbox

@TheVolbox

2 months

$GME vol surface shows wild call skew! Are we headed for #GameStop gamma again? @TicTocTick

3

2

3

Volbox

@TheVolbox

2 months

@Prof_heist $TLT three interesting IV facts. 1) skew is highly symmetric, 2) vol is relatively “cheap” 3) term structure is basically flat starting 15 NOV ‘24. 🤔 See more angles at .

2

Volbox

@TheVolbox

2 months

$RKLB up 3.5% today and another ticker with call skew through the term structure! OMMs are charging for calls today! Rotate the surface in 3D at , first month free!

0

3

Volbox

@TheVolbox

22 days

$BABA -6.67% as the China trade pulls back. Like other China stocks, $BABA options still showing call skew through the term structure. BTFD, or OMMs just hedging a potential rally?

0

3

Volbox

@TheVolbox

29 days

$VXX is up 6.5% so let's visit the 2x levered vol ETF, $UVXY. IV call skew through the term structure, especially early expirations. 11 OCT ranges from 100% IV (OTM put) to 200% IV (OTM call)! Most of those volatility smiles are more *concave* than linear, which is rare.

2

0

3

Volbox

@TheVolbox

1 month

@ThaGoattttt The near-term volatility smiles for $SMCI are conventional with negative (put) skew. Bid/ask spread are tight. In vol terms, OTM calls are most "expensive" 04 OCT. ATM vol remains elevated above 76%. After earnings, term structure is in normal backwardation.

1

0

3

Volbox

@TheVolbox

26 days

@amitisinvesting $PLTR That's a choppy vol surface!

0

1

3

Volbox

@TheVolbox

2 months

$PTON down 4% today but 20 Sep shows strong call skew. ATM IV peak is 27 Sep. Choppy action in the weeklies before ATM vol flattens November and onward at 84%.

0

3

Volbox

@TheVolbox

2 months

$BABA ... and more 20 SEP call skew.

0

2

Volbox

@TheVolbox

7 days

$TSLA +12% AH post earnings! Something funny to note. The AH price is *exactly* at the nadir in the 01 NOV implied volatility smile (as of 400pm). Probably just a coincidence..?

0

1

3

Volbox

@TheVolbox

2 months

Rough day for $GEO prison stock after presidential debate. Stock is down 6.8%, *perhaps* on theory that a "soft on crime" admin may win. Note the VERY similar IV peak 15 NOV for $GEO and $DJT. Election "risk"? @TicTocTick @michaeljburry

0

1

3

Volbox

@TheVolbox

20 days

$ASTS IV term structure still in contango (upward sloping), but check out the odd IV dip 29 NOV.

Volbox

@TheVolbox

21 days

$ASTS -6.5% Elevated term structure suggests more volatility coming. 18 OCT symmetric skew, but 08 NOV is a jumble of quotes w no clear smile.

0

1

2

0

3

Volbox

@TheVolbox

2 months

$FFIE Still on Reg SHO, still wild IV surface. 11 OCT and 15 NOV expirations are the "twin peaks" of vol; almost 250% IV! @FINRA @SECGov @FaradayFuture

Volbox

@TheVolbox

2 months

$FFIE STILL on Nasdaq Reg SHO List. ATM term IV from 180% to 240% through the term structure!

0

3

Volbox

@TheVolbox

22 days

$ENVX ATM IV almost 120% for November earnings.

Rob Forth

@robinivski

22 days

Doing another round with Marc Cohodes, interviewed on Hedgeye summit today. Look at the disclaimer. Could he have dropped the non battery maker $ENVX?

9

0

8

0

3

Volbox

@TheVolbox

1 month

@StockMKTNewz $SNOW down 3% AH on convertible debt news. Choppy vol surface at 4pm pre-news. Near term smile symmetric but some size in the spreads (zoom in). Big IV bump for DEC earnings.

2

1

3

Volbox

@TheVolbox

2 months

Follow up on $ASTS, down 4% today. Options ivol surface is *crazy*. Why? Sept smiles well behaved. But Oct/Nov have wild pricing and wide spreads. Partly, dealer 400pm positioning, not wanting to be caught offsides AH. Flat ATM term ivol around 140%! @CNBCFastMoney

Volbox

@TheVolbox

2 months

$ASTS up 6.7% as options traders focus on near term expirations. 20 SEP ATM IV over 180%! Term in steep backwardation. You can see this vol from space!

0

4

0

3

Volbox

@TheVolbox

20 days

$SLV still in call skew, but what the heck is happening in the 30 SEP 2025 contract? 👀

Volbox

@TheVolbox

1 month

@CNBCFastMoney @StocktonKatie $SLV call buyers agree! Mucho call skew. When are $SLV earnings? 😉

0

1

3

0

3

Volbox

@TheVolbox

2 months

@unusual_whales $GME call skew even more pronounced today, especially in the 04 OCT smile.

2

1

3

Volbox

@TheVolbox

1 month

$RDFN IV surface suggests volatile times ahead! Elevated ATM IV ranges from 80% to 92% through the term structure.

0

1

3

Volbox

@TheVolbox

26 days

@nope_its_lily $MSTR 👀

1

3

Volbox

@TheVolbox

8 days

All negative skew in the term structure... $SMCI

Dr_Gingerballs

@Dr_Gingerballs

8 days

Your periodic reminder that $SMCI still has not filed their 10-K due on August 30th. Getting pretty close to NASDAQ delisting…

30

52

663

1

0

3

Volbox

@TheVolbox

2 months

$BBY up 15% today. Volbox scatter plot lets you see the full surface by contract. See the new contracts opening up in the monthlies from 18 Oct and beyond.

0

2

Volbox

@TheVolbox

1 month

“Someone always knows” $NKE

Volbox

Volbox is a 3D implied volatility surface for ALL options traders. We offer a professional grade product for a retail price. Know Your Options.

www.volbox.com

Volbox

@TheVolbox

3 months

@amitisinvesting $NKE interesting elevated IV “ridge” around the 27 Sep expiry.

1

0

1

0

2

3

Volbox

@TheVolbox

1 month

As we explain in our blog on call skew, higher IV for OTM calls reflects some combination of: 1) Buyer demand 2) Market maker risk management (raising prices to compensate for their risk) See for example, the IV chart for iShares Silver Trust, $SLV:

Volbox

@TheVolbox

1 month

New blog out re Funny Looking Volatility Surfaces: Tickers we discuss: $PG, $GOLD, $FDX, $APAM, and $SAVA Check it out, and don't forget the first month is free! ~ Volbox Team

0

3

4

0

2

3

Volbox

@TheVolbox

20 days

$AAOI +3% as November earnings vol looms. 15 NOV ATM IV >115%. All put skew; call side is "flat."

Volbox

@TheVolbox

1 month

$AAOI Applied Optoelectronics Inc down 7.5% today. The options market expects more volatility as we approach earnings 14 NOV. 20 DEC ATM IVol over 103%!

0

1

3

Volbox

@TheVolbox

2 months

@Thepadre13 $UNG that’s a lotta call skew

1

0

2

Volbox

@TheVolbox

1 month

$ASTS back up 6.25% today after down 7.89% yesterday. In other words, trust the surface, the surface always knows. 😎

Volbox

@TheVolbox

1 month

$ASTS down 7.89% today. 04 OCT expiration has some positive skew as call prices remain "elevated." 04 OCT ATM IV over 118%, which is comparable to the term structure after NOV earnings. Space is unpredictable!

0

2

0

3

Volbox

@TheVolbox

2 months

$AFRM up 33% See what happens to the vol surface when the spot moves up so much that weekly strikes are not available (yet). Monthlies offer strikes in the $40-$50 range. Vol expected to decline until 13 November earnings, then 75% IV for 15 Nov! Link in bio.

0

2

Volbox

@TheVolbox

2 months

@jimcramer $NVDA 👀

2

0

2

Volbox

@TheVolbox

2 months

@TheLongInvest This MUST be true b/c $HIMS has a vol surface like a pharmaceutical! Options traders have pitched a tent at the 15 NOV expiry. Earnings 04 NOV.😮⛺️🕰️

0

1

3

Volbox

@TheVolbox

26 days

@npantano_ Will $GME ever *not* be in call skew?

0

1

3

Volbox

@TheVolbox

2 months

@ripster47 $SAVA vol surface endures with "wave of vol" expected December 2024. One curious feature of $SAVA options is how wide bid/ask spreads persist, even in liquid monthlies (Sep/Oct/Nov). High borrow costs? And no smile! "No smiling" 😐See more at .

3

1

3

Volbox

@TheVolbox

1 month

@tiffinyfawcett $SAVA Remember that stock lending and options are two sides of the same coin. Put buyers pay an "implicit" fee comparable to a stock loan fee. But the put fee is fixed, whereas the stock loan fee varies day-to-day (as you document well!).

0

1

3

Volbox

@TheVolbox

3 months

@CheddarFlow $VXX positive skew agrees!

1

0

2

Volbox

@TheVolbox

1 month

$INTC up 3% today! Call buyers have showed up, creating positive skew in the 04 OCT smile. See that long tail over the 30 Strike with 80% IV! ATM IV peaks 01 NOV after 24 OCT earnings. VERY flat smile for the 01 NOV expiration. Anything can happen!

0

1

3

Volbox

@TheVolbox

2 months

$ASTS with tremendous call skew in the implied volatility surface. The market is quoting above 200% IV for 30 Aug OTM calls. IV "moderates" further out in the term structure, but still above 140% in October! See more at

2

1

3

Volbox

@TheVolbox

1 month

@CNBCFastMoney @StocktonKatie $SLV call buyers agree! Mucho call skew. When are $SLV earnings? 😉

0

1

3

Volbox

@TheVolbox

3 months

@unusual_whales $CVX elevated call implied volatility for near term contracts.

2

0

2

Volbox

@TheVolbox

20 days

$CELH + 14%! As of market close, 18 OCT expiry showed strong call skew. Big vol event is November earnings, ATM IV > 93%. Interesting that the vol term structure is in backwardation.

0

3

Volbox

@TheVolbox

7 days

Interesting to note that the $DJT 08 NOV ivol smile has changed from flat skew to negative skew.

Volbox

@TheVolbox

9 days

Checking in on $DJT. So... 08 NOV ATM implied volatility is now over 330%! This is election vol (03 NOV) + earnings vol (08 NOV) Flat smile and bid/ask spreads are wide! Totally normal...?😉

0

1

5

0

1

2

Volbox

@TheVolbox

2 months

@__paleologo “Chop wood, carry water”

1

0

2

Volbox

@TheVolbox

1 month

$DNA Ginkgo Bioworks Holdings Inc up another 12% today on news re Google Cloud partnership. ATM vol 95% and relatively stable through the term structure, despite big swings in OTM Ivol. $GOOGL

1

2

Volbox

@TheVolbox

2 months

$DJT Debate smile! Over 215% ATM IV for 20 SEP. 2D smile shows steep put skew but long call skew. Options traders and OMMs watching the debate tonight? #Debatenight #Trump #election

0

3

1

Volbox

@TheVolbox

21 days

$ASTS -6.5% Elevated term structure suggests more volatility coming. 18 OCT symmetric skew, but 08 NOV is a jumble of quotes w no clear smile.

0

1

2

Volbox

@TheVolbox

1 month

$GME up 12% on a perfectly normal trading day.🙃 Call skew persists! Are call buyers active, or are market makers charging extra to be short calls? 😳 Term structure is perfect contango + call skew all the way through, even APR 2025!?!

0

2

Volbox

@TheVolbox

22 days

See how $RBLX options IV has risen since our post this morning. Earnings event vol now 78%. 01 NOV: No smile, all put skew, some wide bids at the wings.

Volbox

@TheVolbox

22 days

$RBLX down 7% after short report from @HindenburgRes Vol surface at open shows steep put skew in the 18 OCT smile, but wide and messy bid/ask spreads. Earnings 31 OCT. 01 NOV ATM IV 82% (even vol). Note: a little "call tail" in the 25 OCT expiry.

0

2

0

2

Volbox

@TheVolbox

9 days

Fascinating that $ITB has such dramatic put skew through the term structure, almost nothing happening on the call side.

CNBC's Fast Money

@CNBCFastMoney

9 days

TIme to get short homebuilders? Chart Master @CarterBWorth takes a closer look at the technicals of a rally in the $ITB on shaky foundations:

8

61

0

2

Volbox

@TheVolbox

2 months

@CNBCFastMoney @GuyAdami @karenfinerman @timseymour @CourtneyDoming $SMMT options closed today with monster ATM implied volatility over 127%! Steep backwardation as future vol expectations drop. Is that a volatility “frown” 20 Sep??

0

1

2

Volbox

@TheVolbox

1 month

$NIO also up 13% and call skew through the term structure until 2025. 04 OCT shape we call the "Grecian Urn" vol surface. Over 133% ATM IV, and over 160% in the call wings!

Volbox

@TheVolbox

1 month

The "China squeeze" continues with $FUTU up 17%! 11 OCT smile in positive skew with tight spreads on the call side. Check out the wide bid/ask in the puts? ATM IV over 108%! New strikes opening above spot, see Volbox scatter plot. "Zhu Ni Hao Yun"

0

1

0

2

Volbox

@TheVolbox

8 days

@fute_nukem Great question! In “vol” terms, puts are more “expensive” than calls. This could indicate demand for puts. Or, OMMs are charging extra to sell puts and be long. A curious feature of the smile is zero call skew. Here is our blog on call skew for context:

Call Skew — Volbox

Call skew in the GameStop (GME) options implied volatility surface.

www.volbox.com

0

2

Volbox

@TheVolbox

2 months

$DJT down 3.95% today. Options IV surface still has the dramatic "peak" for 15 NOV. Today we also see unusual shaping in the 04 Oct weekly volatility smile. See more at !

0

2

Volbox

@TheVolbox

1 month

@ThaGoattttt Interesting hypothesis! Crypto options prices all seem to reflect major movements in NOV that are election related.

0

2