· The S&P 500 Index is just above 3,500 today. The VIX Index is at 23.12, with its 10-day realized volatility at 17 and its 30-day realized volatility just over 20.
· Interest in industrials and materials is up, while tech decreased until slightly rebounding today. This may be due to new stay-at-home advisories as COVID-19 cases rise.
· The VIX futures term structure shows December futures at 24.50 and January to July 2021 futures trading between 25.85 and 26.05.
· Today in VIX options, 12,000 February 95 calls were bought for .28 each.
To learn more visit Cboe’s website.