Volatility Views 229: The Mystery of VIX Variation
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Volatility Viewpoint: Today we have special guest David Hait, CEO of OptionMetrics.
He discusses:
- What is OptionMetrics?
- An overview of the white paper on VIX Variation OptionMetrics recently released
- What are the key takeaways?
- The methodology for the study
- The upcoming OptionMetrics Research Conference
Volatiltiy Review: VIX surging well north of the 20-handle. VVIX is up to 120.
VIX Options heavy volume week:
- Mon - 397k
- Tues - 731k
- Weds - 602k
- Thurs - 882k
- Total 6.02m (4.52m Calls, 1.50m Puts)
Russell\'s Weekly Rundown: November 9 VIX futures focus. You will NOT be able to capture (most) election returns with that expiration. SPX weeklies and event risk
Volatility Voicemail/Options #QuestionOfTheWeek:
Special #Earnings, #Election, #WorldSeries edition $FB ATM strd=$7.30 $VIX=17.20. Which outcome is most likely?
- $VIX > 20 before election
- $FB beats ATM Straddle
- @realDonaldTrump wins
- @Cubs win World Series
Crystal Ball: Wild prognosticating
Last week:
- Mark L. - 16
- Mark S. - 17.15
- Andrew - 17.50
- Bill L. - 15.43
This week:
- Mark L - 18.50
- Russell - 10.80