January VIX settlement at 12.36
Chris McKhann | firstname.lastname@example.org
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.
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Group One's Jamie Tyrrell says the big volatility trade of the day is selling April VIX contracts to buy protection in May and June.
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