VIX settlement comes in at 14.43
Chris McKhann | firstname.lastname@example.org
The July VIX settlement came in at 14.43 today, just 0.01 points above yesterday's close, even as the S&P 500 has been in positive territory all morning.
That value equals the session high of the spot VIX, which is now at 14.33. The SPX is up 4.4 points above 1680. The CBOE Volatility Index and the SPX usually move inversely.
The August VIX futures are now the front-month contracts and are down 0.25 points to 15.95, while the September futures trade at 17.15. This has the iPath S&P 500 VIX Short-Term Futures Note (VXX) down 1.3 percent to $17.18.
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Group One's Jamie Tyrrell says traders are buying February calls in the VIX amid today's market drop, targing the 25 to 29 levels.
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Videocast: Huge VIX call spread sold
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As the market continues to churn, Group One's Jamie Tyrrell says today's big trade is the sale of a VIX March 30/40 call spread 115,000 times.
Videocast: Big March call spread in VIX
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Video: VIX traders buying March calls
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As volatility rises with today's market decline, Group One's Jamie Tyrrell says traders are purchasing the VIX March 30 and 35 calls.