OptionsHouse

Options Trading News

May 22, 2013  Wed 9:04 AM CT

VIX: SEE CHART GET CHAIN FIND STRATEGIES
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.

Share this article with your friends


OptionsHouse

Premium Services

Education & Strategy

The Movement of Delta

In our last column, we spoke about delta. You might remember that we discussed what delta was and what factors affected or changed delta. As you recall, we stated that three factors will have an effect on delta. They were movements of time, volatility, and underlying price. Today, we want to take a further look into the change of delta, this time focusing on change due to the movement in the underlying price. 

View more education articles »