After a 20.7 percent rally last week, VIX is down 10.3 percent this week heading into tomorrow’s VIX expiration. The top options trades in the volatility index today are part of a massive spread, in which an investor paid 10 cents to buy Sep 24 puts and sell Aug 25 puts, 50000X so far. Since VIX options expire tomorrow and today is the last day to trade the August puts and calls, this strategist is likely rolling out a bearish position an additional month and down one strike price.

2 users commented on " CBOE Volatility Index (.VIX) $24.16 -7.43% "
Follow-up comment rss or Leave a TrackbackFried on my VIX AUG 18 puts today Fred, but hanging on to VIX OCT 20 puts……
Here is hopin.
Meant AUG 18 expiry, not the strike, but oh well, didn’t have too many anyway.