Volatility Views 210: Brexit Volatility Explosion

Published: June 27, 2016, 8:16 p.m.

Volatility Review: Brexit, Brexit, Brexit!!!

Weekly Options Insider Poll - Do you think the UK will make a Brexit from the EU?

  • Yah - 24%
  • Nah - 43%
  • I am sick of Brexit - 33%
  • Volatility Voicemail: Listener questions and comments
    Question from Tronghi: Detailed thoughts on VIX futures curve as of June 15.
  • Question from JVon: What strategies don't work for the short VIX ratio call spread.
  • Question from BB Wins: Can you give me an example of good strikes for a VIX 1-by-2 ratio spread if I use open interest as an indicator?

Crystal Ball: Where will the VIX close before the long holiday weekend?

  • Russell: 12
  • Mark S.: 26
  • Mark L.: 21