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 above 13 as equities pull back
September 15, 2014
Major equity indexes were lower at the end of the Friday's session, pushing the CBOE Volatility Index back above the 13 level.
Small caps lead equity rebound
September 12, 2014
The major equity indexes finished yesterday mixed but at their highs of the day after climbing off morning lows. The CBOE Volatility Index was little-changed.
VIX below 13 as equities rebound
September 11, 2014
The major equity indexes reversed morning losses to finish higher yesterday, pushing the CBOE Volatility Index back below the 13 level.
Equity pullback pushes VIX higher
September 10, 2014
Equity indexes fell yesterday, posting their lowest closes in several weeks and sending the CBOE Volatility higher.
Videocast: Scotland play in VIX
September 9, 2014
Group One's Mike Palmer says a large September call spread in the VIX appears to be timed for the Scottish indepdence vote.