VXX Probs

T

tradingjournals

Do you know if there is an online calculator of touch probs for VXX. I want to know the touch probabilities of strikes 13 and 13.50 before the end of this coming week (Monday Open to Friday Close). Close price was 12.87.
 
Quote from tradingjournals:
----touch probs for VXX.
----touch probabilities of strikes 13 and 13.50 before the end of this coming week....
----Close price was 12.87.
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1) FWIW, you could use the delta of the call option at each of those strike prices as a very "rough guideline". :cool:
2) FWIW, with the market in all-time high territory, it's almost a certainty the market can pullback and give a boost to the VXX next week. We'll see. :)
 
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