January VIX futures settle at 13.69
Chris McKhann | email@example.com
The CBOE Volatility Index's January futures settled this morning at 13.69.
The January options that were held through expiration will be cash settled off that level. The futures closed yesterday at 14.10, well above the spot VIX reading, so traders who were short those contracts have a nice gain this morning.
The VIX popped up to 13.76 just after this morning's open but quickly pulled back and is now down 1 percent to 13.41. The now-front-month February futures are down 0.15 points to 15.65.
Video: Traders see elevated VIX
October 5, 2015
Even with the volatility index falling below 20 today, Group One's Jamie Tyrrell says traders are buying calls and selling puts in the VIX.
Videocast: Target 35 level in VIX
October 2, 2015
Group One's Jamie Tyrrell says traders are targeting the 35 level for the volatility index in October, November, and December contracts.
Video: Traders sell VIX premium
October 1, 2015
Although the spot VIX remains elevated, Group One's Jamie Tyrrell says implied volatility is "pretty normal" for October.
Video: Sharp moves seen in VIX
September 30, 2015
Group One's Jamie Tyrrell says an October 23.50 straddle traded for about $5, indicating that a big move is expected in volatility levels.
Video: Big trades sell calls in VIX
September 29, 2015
Group One's Jamie Tyrrell says two big trades today are selling October 22 calls and closing a December 20/35 call spread.