Vol411 for Friday, October 16, 2020
· Today is expiration day for equities and indices. The VIX Index expiration for the October cycle is next Wednesday.
· The VIX Index is down slightly, near 26.60, in between a recent low of 24.14 and 29.06 yesterday.
· There is currently a .90 difference between the October and November VIX futures and a -.75 difference between November and December VIX futures.
· The VVIX Index is up for the week, around 116. Realized volatility stayed at 23.
· In VIX options trading activity today, a ratio spread of 1x4.6 was rolled from the November 50–55 strikes to the January 60–70 strikes.
· Next week: Upcoming potential COVID-19 stimulus, earnings announcements, U.S. elections and VIX expirations could all move the markets.
To learn more visit Cboe’s website.
