VIX ends near highs even as SPX rises
Chris McKhann | firstname.lastname@example.org
The CBOE Volatility Index finished yesterday just off its session highs even as the S&P 500 rose as well, departing from their usually inverse relationship.
The VIX ended the day up 0.59 points, or 3.75 percent, at 16.32 after hitting a high of 16.53 in the last hour. The SPX finished the day at 1444.49, up slightly less than 4 points after steadily giving back gains from the first hour of the session.
The VIX futures ended the day mixed. The October contracts were up 0.60 points to 17 even as it held its premium over the spot index reading. The November futures gained 0.20 points to close at 18.25, and the December futures fell 0.05 points to 19.15.
The VIX options traded 280,000 contracts with 196,000 calls. The iPath S&P 500 VIX Short-Term Futures ETN (VXX) saw 138,000 options change hands, with slightly more calls than puts.
September VIX settles at 13.03
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The September VIX futures settled this morning at 13.03, right where the spot CBOE Volatility Index opened the session.
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Equities drop, send VIX above 14
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Major equity indexes were lower at the end of the Friday's session, pushing the CBOE Volatility Index back above the 13 level.
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The major equity indexes finished yesterday mixed but at their highs of the day after climbing off morning lows. The CBOE Volatility Index was little-changed.