CBOE Volatility Index (.VIX) fell to multi-month lows of 16.1 Friday morning and was recently down .77 points to 17.10. Trading in the VIX pit is very busy today and included some sizable blocks. One noteworthy trade is a Feb (register to read more …) [...]

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VIX dips below the 20 “psyche” level for the first time since late-July. The index is down 1.16 to 19.73 and has tumbled 15.8 percent from the highs seen yesterday, when a January settlement value of 23.64 printed Wednesday morning. (register to read more …) [...]

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VIX hit a high of 23.44 today and was recently up .11 to 22.31. The settlement for VIX Jan 2012 options is 23.64. The expiration might have influenced the index in morning action because there hasn’t been much actualized volatility (register to read more …) [...]

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CBOE Volatility Index (.VIX) jumps 1.04 pionts to 21.51 on reports S&P will downgrade several Eurozone countries. According to Reuters, “A senior euro zone source said S&P would announce the downgrades of several nations later Friday, adding that Germany was (register to read more …) [...]

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CBOE Volatility Index (.VIX) took a stab at the 20 handle this morning. VIX fell to 20.34 before rebounding to 21.22 midday and is down .39 to 21.04. The market’s “fear gauge” is on a three-day 15.6 percent losing skid (register to read more …) [...]

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A significant number of options on the volatility index are expiring worthless after the index settled at 21.36 for the Dec expiration and below today’s lowest reading in the spot index, which is 21.87. VIX settled 36 percent below the (register to read more …) [...]

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Quiet trading in the VIX pit so far Wednesday, with 59,000 calls and 25,000 puts traded in the product. More than half the call volume is due to one spread trade after the Dec 30 – 35 call spread was (register to read more …) [...]

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CBOE Volatility Index (.VIX) drifts down .24 to 27.60 and is now off nearly 20 percent since 11/25. Noteworthy trades on the market’s “fear gauge” Tuesday morning is a Dec 35 – Feb 55 call spread sold at 15 cents, (register to read more …) [...]

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In addition to the flurry of activity in the individual banks Wednesday, as well as the heavy trading in the SPDR Financials (XLF) lately, the PHLX Bank Sector Index (.BKX) is now seeing higher volume. BKX is up .36 to (register to read more …) [...]

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CBOE Volatility Index (.VIX) is moving off Friday’s multi-month closing lows and was recently up 3 points to 27.53 amid very light volume in the options market today. 3.5 million calls and 4.1 million puts traded across the exchanges so (register to read more …) [...]

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