Option Block 202: VIX: How Low Can It Go?

Trading Block: Zynga is up 4%, after filing Form 4 with the SEC. Who's going to gobble up Zynga? Today's rally due, in part, to some talks of potential settlement headed towards the fiscal cliff. VIX tanking.

Xpress Block: Alex Jacobson gets the OX hot seat once again and discusses VIX. How low can it go? Is it actually low right now? Has our frame of reference changed, or are we in an artificially inflated environment?

Mail Block: Listeners Drive the Conversation.

Via email from Emil Pesiri: I love the show. Do you know of any source that publishes daily updates of options showing a significant horizontal skew? I know of several that publish daily vertical skew, but none that screen and publish horizontal skew updates. Thanks so much.

Comment from Liam: Hey Option Block, great show as always! I have a question for you. Since Microsoft seems to make such bad decisions for itself in terms of buying companies, what would you do if you were in charge of investments over there? Also, do you ever plan on making it out to London? I would love to buy you a pint.