Vol411 for Monday, December 7, 2020
· Last week, U.S. equity markets reached new all-time highs and the VIX Index remained between 20 and 23. Today, the S&P 500 Index is lower and the VIX Index is higher, hovering around 22 this morning.
· Over the past three months, the put-call ratio in VIX options has been close to 1:1, which is historically unusual. Typically, far more VIX options calls would trade than puts.
· This week: the jobless claims report, Consumer Price Index (CPI) and Federal budget will be released on Thursday. The Producer Price Index (PPI) and consumer sentiment will follow on Friday.
· Today is National Pearl Harbor Remembrance Day in honor of the U.S. soldiers who were killed in the attack on Pearl Harbor in 1941.
To learn more visit Cboe’s website.
