CBOE Volatility Index (.VIX) $17.89 +0.73%

| February 7, 2012 | 0 Comments More

Big Print in CBOE Volatility Index (.VIX), as a Feb – Mar 25 call spread trades for $1.12, 27000X. 30000X total and might roll a position in calls, with the Feb 25s being sold to close ahead of the expiration next week. Feb options on the volatility expire a week from tomorrow. However, the spread might be opening or closing as well. Open interest is more than 100K in both contracts. VIX is up .14 to 17.90.

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Category: All Indexes

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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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