Volatility Views 228: Hillary, The Scorpion and VIX 200
Volatility Review: Today we have on Bill Luby of VIX and More fame.
- VIX Cash: 15.36
- VIX Options: Total 5.11m (3.92m Calls, 1.19m Puts)
- Strategy index offers cues to derivatives investors seeking to enhance potential yields.
Volatility Voicemail/Options #QuestionOfTheWeek
Is #Trumpocalypse done? Is $VIX already pricing in @HillaryClinton win? Where will $VIX close on election day?
- UNCHD (Between 12-14 )
- Elevated (15-18)
- Spike (Over 18)
- Selloff (Below 12)
Listener questions:
- Comment from Al Melvin - VIX is the best mathematical equation in history!
- Question from Andrew Simon - What would it take to get a VIX of 200? Is that even possible or does that mean the Earth would explode?
Crystal Ball: Wild and reckless prognostication
Last Week:
- Mark L. - 13.75
- Mark S. - 12.5
- Russell - 13.3333
This Week:
- Mark L. - 16
- Mark S. - 17.50
- Bill - 15.43