In this episode, Matt sits down with Tim for a discussion on implied volatility and how it impacts options pricing, as well as the implied volatility cycle in relation to earnings dates. Implied Volatility (IV) is an estimate of future volatility in a stock, and traders watch changes in IV because it impacts their options trades. Listen in to the discussion around IV, its cycle in relation to earnings, why its important, how to approach the IV build, the IV Crush that happens after earnings and a few ways to use the information in your trading strategies.
Before that, the coaches discuss the current market conditions in our skyline. Stocks are hovering near all-time highs, and its a busy week of earnings including names like Tesla, Apple, Google, Microsoft and Amazon. The Fed meets this week for another policy discussion as well. Listen in to the discussion around stocks, commodities, bitcoin and economics during this segment.
Lastly, Coach Mark has a game where Matt and Tim have to guess the biggest NFL draft busts of the last 15 years. Later this week, the NFL will hold its annual draft, and we’re all huge NFL fans. Who do you think was the biggest NFL draft bust in the last 15 years?
2:07 Market Skyline
48:50 Feature Presentation