Vol411 for Friday, January 8, 2021

Host: Dan Deming, Managing Director, KKM Financial

· 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.

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