Volatility Views 210: Brexit Volatility Explosion

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