Market Measures

Monday – Friday | 9:00 – 9:20a CT

VIX and the Probability of Touch

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

Tom and Tony take a look at the Probability of touch in the in VIX. In a previous Market Measures, we look at the actual vs. expected move in the VIX. Today, we take a look at the probability of the VIX touching either side of our expected move.


We find the VIX has a significantly higher probability of touching the put side rather than the call side. Also, if the call side touches, we had roughly a 63% chance of it moving back out-of-the-money. IF it touches the put side, we have about a 50/50 shot.

Market Measures More installments

See All »

Latest tastytrade Videos As of July 20

Most Shared From the last 30 days