Volatility Views

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