January VIX settlement at 12.36
Chris McKhann | email@example.com
The January VIX futures settled today at 12.36.
That is really quite low, given that the volatility index's low at the open was 12.55 before it climbed above 13 from there. It is now at 13.11, up 0.24 points.
The January futures closed at 13.25, so the settlement was almost 1 point lower. The February futures now trade at 14, while the March futures trade at 15. That leaves the iPath S&P 500 VIX Short-Term Futures Note (VXX) down 0.81 percent to $40.25.
Video: June VIX calls bought again
May 27, 2015
Even though the market has reversed course with today's rally, Group One's Jamie Tyrrell says traders are buying VIX June 18 calls for the second session in a row.
Video: Volatility measures jump
May 26, 2015
Group One's Jamie Tyrell says traders are buying June and July VIX calls with the spot index up 15 percent and the nine-day CBOE Short-Term Volatility Index (VXST) spiking 40 percent.
Video: Huge June VIX call buy
May 22, 2015
Group One's Jamie Tyrrell says one large player purchased 140,000 July 18 calls in the VIX, adding to heavy upside buying earlier in the week.
Video: Heavy June VIX call action
May 21, 2015
A day after the May VIX contracts settled at 12.80, Group One's Jamie Tyrrell says 250,000 June calls changed hands.
Video: VIX June 17-18 call action
May 20, 2015
Following this morning's May contract settlement, Group One's Dominic Savino says traders are now targeting the VIX June 17 and 18 calls.