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.
1) FWIW, you could use the delta of the call option at each of those strike prices as a very "rough guideline". 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.