May VIX settlement comes in at 13.17
Chris McKhann | email@example.com
The May VIX futures settled at 13.17 this morning.
Those futures finished trading at 13.50. The spot volatility index opened at 13.45 and is now down 0.01 points on the day to 13.36.
This comes with continued gains in the S&P 500, which typically moves inversely to the VIX. The SPX is up 6 points and has finally broken above 1675, now running higher to 1677.
The June futures are now the front month and trade at 15.20, while the July futures are at 16.15.
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The spot VIX is still higher, but Group One's Jamie Tyrrell says volatility has pulled back from its initial spike this morning as the market digests the Greek situation.
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After a steady stream of buying recently, Group One's Jamie Tyrrell says a trader sold 75,000 July 17 calls yesterday, and those levels are holding today.
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With the volatility index down again today, Group One's Jamie Tyrrell says traders are buying July VIX calls but for much lower prices than last week.