Learn the trade here. Make it on tradeMONSTER

Options Trading News

May 29, 2012  Tue 11:21 AM CT

VIX: SEE CHART GET CHAIN FIND STRATEGIES
The CBOE Volatility Index is up even as the S&P 500 gains, which is unusual because the two indexes typically move inversely.

The VIX was down earlier with the strong market rally, which boosted the SPX almost to 1335. But now that the S&P has pulled back 11 points from that peak level, the VIX is up more than 2 percent to 22.22 after hitting an intraday high 22.29.

Much of the rise in the VIX could have been anticipated as SPX options are repriced after the long weekend. (The volatility index is based on those options.)

The VIX futures, on the other hand, are all lower. The June and July futures are both down 0.45 to 24.10 and 25.65 respectively. VIX option volume is relatively light at 158,000 contracts.
Share this article with your friends


Related Stories

VIX

Videocast: VIX pits quiet down

August 29, 2014

Despite persistent geopolitical issues, Group One's Jamie Tyrrell says volatility trading is slow ahead of the three-way weekend.

VIX

VIX above 12 as equities rebound

August 29, 2014

Equity indexes finished yesterday lower but regained much of the ground lost early in the session. The CBOE Volatility Index rose back above the 12 level but was well off its high of the day.

VIX

Videocast: Big buyer in VIX puts

August 28, 2014

As the market cuts its early losses, Group One's Jamie Tyrrell says the big VIX trade of the day is a purchase of September puts.

VIX

S&P 500 ekes out new record high

August 28, 2014

Equity indexes closed almost unchanged on light volume and low volatility yesterday, but the S&P 500 was able to eke out a new closing high.

VIX

Videocast: Low volume in VIX pits

August 27, 2014

Group One's Jamie Tyrrell says volume is low in the VIX pits as one large player appears to done buying upside calls.

Premium Services

Education & Strategy

It's all skewed up

Most new option traders know little about implied volatility, and learn the hard way. Today we want to help you...

View more education articles »
optionMONSTER stockMONSTER tradeMONSTER