CBOE Volatility Index (.VIX) $26.37 +5.52%

| August 11, 2009 | 4 Comments More

CBOE Volatility Index (.VIX) is up 1.43 to 26.42 and making a run to session highs as today’s selling intensifies a bit and now includes 435 of the S&P 500.

Category: All Indexes

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Comments (4)

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  1. rainman says:

    Eh Fred, I’m LONG VXX with SEP & OCT puts on VIX…..HMMM this will be interesting……..
    running 1:10 VXX to VIX puts…..why? Why not, VXX with .vix puts seemed MUCH cheaper than outright buying a VIX straddle hehe……Ahhhh These screwy ETFs like srs/fxp/vxx!!!!

  2. rainman says:

    in other words, i’m basically delta neutral, but VXX with back month .VIX puts seemed like a bettter risk/reward vs. back month straddles

  3. fredruffy says:

    Thanks for the thoughts.

    Are you still having problems with your browser locking up? If so, can you send the details of the problem (when it occurs) to support@whatstrading.com

    thank you

  4. rainman says:

    I was being sarcastic on the browser crash comment Fred, but mainly talking to myself I guess.
    Sorry for the confusion.
    My own stupid PC AND using CTRL-V for a space (lol since this laptops spacebar is broken).
    Hey, I have an idea…………
    Why don’t I hook up a keyboard to my laptop? ahhhhhhh lol
    guess that’s why my hair is blonde……..hold on let me light up a cigarette after applying my hairpray!
    Yikes!

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About the Author (Author Profile)

Frederic Ruffy is a well-known trader, writer, and strategist who has spent years educating investors and creating intelligent, insightful, unbiased market observations that are frequently cited by the Wall Street Journal and other financial publications. As senior analyst, Fred provides frequent and regular notes and daily updates for activity of interest.

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