February VIX contracts settle at 13.07
Chris McKhann | [email protected]
The February VIX settlement came in at 13.07 this morning, despite the fact that the volatility index never climbed that high.
The futures closed at 13 last night, and the VIX options that were held into expiration will be priced on that 13.07 settlement. This came as the spot index rose only up to 12.92. The VIX is now up 0.17 points to 12.81.
The March VIX futures, now the front-month contracts, are down 0.05 points to 14.75 this morning. The April futures are off 0.15 points to 15.65.
Videocast: May VIX call buys return
May 1, 2015
With VIX futures falling as the market rebounds today, Group One's Jamie Tyrrell says 38,000 VIX May 18 calls were purchased today.
Videocast: VIX traders turn to June
April 30, 2015
Group One's Jamie Tyrrell says volatility traders are targeting June VIX contracts today as the recent heavy May call buying has apparently subsided.
Videocast: VIX 20 level targeted
April 29, 2015
Group One's Jamie Tyrrell says a big VIX call buyer is back with the market down today, this time targeting 75,000 May 20 contracts.
Videocast: VIX call buying returns
April 27, 2015
Group One's Jamie Tyrrell says upside VIX buyers are back after taking a break last week, today opening a May 16/21 call spread 32,000 times.
Videocast: VIX premiums fall more
April 24, 2015
As the market continues its rally today, Group One's Jamie Tyrrell says demand for upside VIX contracts falls off the cliff.