Volatility index surges into settlement
Chris McKhann | firstname.lastname@example.org
The April VIX settlement came in today at 15.46, well above yesterday's close and right in the middle of this morning's range.
The volatility index finished trading yesterday at 13.95, so those who were long VIX futures or calls got a nice surprise.
The spot VIX is now up 1.60 points, or 11.7 percent, to 15.59. The pop has it back above the now-front-month May VIX futures, which are up 0.60 points to 15.35. The June futures are up 0.35 points to 16.05. This has the iPath S&P 500 VIX Short-Term Futures Note (VXX) up 5.45 percent to 19.92.
VIX up as SPX hits another high
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Equity indexes were mixed and little-changed at the end of yesterday's session, with the S&P 500 barely making new highs and the CBOE Volatility Index rising slightly.
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Major equity indexes posted more gains yesterday, pushing the S&P 500 to new highs as the CBOE Volatility Index declined again.
Videocast: Target 19 line in VIX
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Group One's Jamie Tyrrell says traders are targeting the VIX 19 line today, selling calls in August and buying them in October.
VIX down as SPX posts new high
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Videocast: Betting on lower volatility
July 22, 2014
As the market rallies today, Group One's Mike Palmer says traders are betting that the recent pops in volatility will be short-lived.