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 the big volatility trade of the day is selling April VIX contracts to buy protection in May and June.
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Group One's Jamie Tyrrell says today's action in the VIX pits indicates that traders are positioning for volatility to rise in the near term.
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Group One's Jamie Tyrrell says traders are selling March VIX puts, apparently believing that further downside potential in the volatility index is limited.
Videocast: VIX 'cash spread' hedge
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Group One's Mike Palmer explains the strategy behind a VIX "cash spread" as traders cover positions going into the weekend.