Vol411 for Monday, October 5, 2020

Host: Kevin Davitt, Senior Instructor, Cboe Options Institute
  • The S&P 500 Index lost 1% on Friday but still advanced 1.5% overall last week. The broad market is higher and the S&P 500 Index is up about 30 handles, measuring around 3380 currently.
  • The VIX Index is higher, measuring near 28.75, and the October — November VIX futures spread is 1.15 wide.
  • October 28 VIX options puts traded nearly 50,000 times on Friday and the November 80 VIX options calls traded a few hundred times today at $0.25. The October 32 VIX options straddle is currently trading around 5.70.
  • This week: ISM report, Federal Open Market Committee (FOMC) minutes, the vice presidential debate and weekly jobless data.

To learn more visit Cboe’s website.

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