CBOE Volatility Index (.VIX) showed signs of life this morning after bouncing back to 12.93 and is now up .75 to 12.59. More than 800,000 call options traded on the index so far and spread trading is driving much of the flow. An investor was apparently selling Aug 18 – 28 call spreads on VIX [...]
Odd action in VIX, as it moves up .52 to 13.29 and sesson highs, even as the S&P 500 gains 11.06 points and also moves to its best levels of the day of 1,661.49. Relatively active trading is happening in the index market, with about 619K calls and 511K puts traded SPX, VIX and other [...]
Official VIX settlement print this morning is 15.46, the highest print since December 2012. 77% of the 4.19million April contracts that expired were were calls and 91% expired out of the money. Early vix option volume very light with just 70K contracts trading in the first 40mins, about half the pace of yesterday’s flow.
VIX drops .37 to 12.78 as the S&P 500 appears poised to take out its Oct 2007 record closing high of 1,565.15. With 20 minutes left to trade, the S&P is up 5.20 points to 1,568.06. Volume in the index market is slowing heading into the three-day weekend and projected to be 1.1 million contracts [...]
VIX drops 1.11 to 12.46, as the S&P 500 adds 7.90 to 1564.79 and new multi-year highs in early-action Monday. The S&P is once again within striking distance of record levels at 1565.15 from Oct 2007. Recent options trades on the volatility index include an Apr 20 – 25 calls spread, sold for 20 cents, [...]
Stock market averages opened higher and are heading to their best levels of the day after the FOMC concluded its latest meeting on monetary policy. With no economic news to guide the early activity, investors brushed aside two days of Cyprus jitters (which is one level above Cyprus anxiety, but two notches below Cyprus Fear) [...]
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VIX is off .13 to 15.09 and trading in the options on the index is busy on expiration Wednesday. The settlement value for the October contract is 15.96, which is above the index’s highs of the day (15.63) and considerably (13.8 percent) above the Sept settlement of 14.03. Total open interest in the VIX October [...]
CBOE Volatility Index (.VIX) is off .81 to 14.79 and now well below the Tuesday morning highs of 18.96. The volatility index has lost more than four points, or 22 percent, from the highs seen early this week, as the S&P 500 traded quietly Tuesday and Wednesday before rallying to multi-year highs yesterday. While the [...]
Sentiment is decidedly different Thursday compared to earlier this week. Total options volume was about 9 million contracts Monday and the lowest levels of 2012. Then only 8.2 million puts and calls traded Tuesday. Volumes improved to 9.5 million yesterday, but still below the recent average. Today, however, 2.2 million calls and 2.3 million puts [...]