Volatility index surges into settlement
Chris McKhann | email@example.com
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.
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Equity indexes climbed to new highs on Friday to close out another week of gains as the CBOE Volatility Index slipped back below the 12 level.
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For months there has been lots of talk about complacency and the "broken" CBOE Volatility Index, but both discussions are misguided.
Videocast: VIX pits quiet down
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Despite persistent geopolitical issues, Group One's Jamie Tyrrell says volatility trading is slow ahead of the three-way weekend.
VIX above 12 as equities rebound
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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.
Videocast: Big buyer in VIX puts
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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.