VIX settlement comes in at 14.43
Chris McKhann | email@example.com
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.
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.
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.
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.
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.
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.