Vol411 for Friday, October 30, 2020

Host: Dan Deming, Managing Director, KKM Financial

· The S&P 500 Index is currently down about 1.5% and the VIX Index is currently at 38.50 after reaching a high of 41 earlier in the day. The VIX Index level is at the top of the range for the past five months.

· The November — December VIX futures roll market is currently at -$0.50.

· The SPX Index is below its 50-day moving average and the VVIX Index is currently at the 150 level. With these trends, there is demand for out of the money December VIX options puts and calls.

· Next week: U.S. presidential election, a Fed announcement and the continued impact of COVID-19.

To learn more visit Cboe’s website.

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