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

Volatility Views 229: The Mystery of VIX Variation