Vol411 for Friday, October 16, 2020

Host: Dan Deming, Managing Director, KKM Financial

· 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.

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