OptionsHouse

Options Trading News

August 10, 2012  Fri 12:45 AM CT

VIX: SEE CHART GET CHAIN FIND STRATEGIES
The CBOE Volatility Index was higher for most of yesterday's session but fell into negative territory in the final minutes.

The VIX finished down 0.26 percent, or 0.04 points, to 15.28 as the S&P 500 eked out a gain of 0.04 percent to settle at 1402.80. The two indexes are inversely correlated.

The VIX futures also fell into the close. The August futures were down 1.5 percent, or 0.25 points, to 16.55. The September contracts lost 0.30 points to end the day at 18.60.
 
More than 358,000 VIX options traded, 231,000 of which were calls. The iPath S&P 500 VIX Short-Term Futures ETN (VXX) saw 174,000 contracts change hands, with puts slightly outpacing calls.

The VVIX Index, which measures the implied volatility of the VIX options, was down to a new low, below 84.
Share this article with your friends


Related Stories

VIX

Video: Huge June VIX call buy

May 22, 2015

Group One's Jamie Tyrrell says one large player purchased 140,000 July 18 calls in the VIX, adding to heavy upside buying earlier in the week.

VIX

Video: Heavy June VIX call action

May 21, 2015

A day after the May VIX contracts settled at 12.80, Group One's Jamie Tyrrell says 250,000 June calls changed hands.

VIX

Video: VIX June 17-18 call action

May 20, 2015

Following this morning's May contract settlement, Group One's Dominic Savino says traders are now targeting the VIX June 17 and 18 calls.

VIX

Video: VIX going into expiration

May 19, 2015

Group One's Jamie Tyrrell says traders are expecting a quiet May settlement tomorrow morning but are active in the June contracts.

VIX

Video: Low premium in May VIX

May 18, 2015

Group One's Jamie Tyrrell says VIX options are showing little premium levels ahead of the May settlement on Wednesday morning.

Invest Like a Monster - San Diego: June 26-27

Premium Services

Archived Webinar

Education & Strategy

Short synthetic stock

With the use of the calls and puts we can not only create Long Synthetic Stock, but Short Synthetic Stock as well...

View more education articles »