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