Vol411 for Friday, October 9, 2020
- This morning, the S&P 500 Index was higher by about 20 handles, measuring around 2,465. Which is up roughly 3.5% from Tuesday’s lows, following President Trump’s stimulus delay tweet.
- According to recent headlines, lawmakers are possibly creating a comprehensive follow up to the CARES Act from this past Spring.
- The VIX Index is on the low end of the range today at 25.5, compared to September’s range of 25.59 on the low end and 33.60 on the high end.
- November VIX futures traded below 29.50, the lowest level since late August. Despite that decline, the October — November spread remains about 2.25 wide.
- 2.3 VIX put options have traded for every 1 VIX call option today. This is unusual as over the last three months, the VIX put to call option ratio has been 1:1.
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