- 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.