The July VIX futures settled this morning at 16.76, which will be the basis for pricing VIX options that expire today. The VIX was up at 16.80 at the open but dropped quickly below 16 as the S&P 500 ...
wo hours into NY trading, and the VIX settlement dynamics are unfolding exactly as the Greek setup suggested. But the blood-letting is not yet complete. Looking at December 18 (next major expiry), we ...
At least to start the week, there is a significant amount of call gamma built up at the $20 strike in the VIX, and the VIX is ...
The VIX is on a streak of trading below 20 The S&P 500 Index (SPX) has been in a steady uptrend for several months now. Naturally, this has led to a subdued CBOE Volatility Index (VIX). In case you’re ...
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