· The VIX Index is down from Monday’s high of 29.19, currently at 21.60.
· VIX Index futures expiration is January 20, a week from next Wednesday.
· Short-dated realized volatility is trending up with 10-day realized volatility, up from 7% to 12.5%.
· The VVIX Index is at the low end of its range, currently at 109.
· January and February VIX options puts are active today.
· Next week: Stimulus negotiations, Consumer Price Index (CPI), Producer Price Index (PPI) and Retail Sales data points and earnings for some big banks.
To learn more visit Cboe’s website.