May VIX settlement comes in at 13.17
Chris McKhann | firstname.lastname@example.org
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.
Video: VIX January calls bought
December 1, 2015
After the VIX Weekly contracts settled at 15.93 this morning, Group One's Jamie Tyrrell says traders are continuing to buy January calls to cover this month's Fed announcement.
Video: VIX call buyers loading up
November 30, 2015
Group One's Jamie Tyrrell says volatility traders are buying 15,000 VIX December 20 calls and 30,000 January 30 calls today.
Video: VIX traders sell premium
November 25, 2015
As activity slows the day before Thanksgiving, Group One's Jamie Tyrrell says traders are selling December 21 calls.
Video: Big call spreads in the VIX
November 24, 2015
After the VIX Weekly contracts settled at 16.56 this morning, Group One's Jamie Tyrrell says today's big trades are December and February call spreads.
Video: Complex January call play
November 23, 2015
As volume slows this Thanksgiving week, Group One's Jamie Tyrrel says the largest trade today is buying the January 19 calls and selling the January 24 and 26 calls.