Volatility Views 229: The Mystery of VIX Variation

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