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