OptionsHouse

Options Trading News

June 19, 2013  Wed 9:13 AM CT

VIX: SEE CHART GET CHAIN FIND STRATEGIES
The June VIX futures settlement came in at 17.22 this morning, well off their close of 16.75 yesterday and above the morning high for the spot volatility index.

The settlement comes from S&P 500 traded prices, while the spot VIX comes from the midpoint of the bid/ask spread.

The volatility index is now up 0.24 points to 16.85 while the S&P 500 is down just 2 points, just below 1650. The two indexes typically move inversely.

The rise in the VIX and that high futures settlement is a bit surprising. The July VIX futures are trading at at 17.70. 
Share this article with your friends


OptionsHouse

TRADING WEEKLY OPTIONS

The fastest money in the market
View full report »

Premium Services

Education & Strategy

Using spreads to minimize risk

Last week we discussed the risk vs reward profile of a debit call spread in Wells Fargo (WFC). This week we will run thru the risk vs reward of selling a credit put spread to achieve the same exposure of that debit call spread.

View more education articles »