Vol411 for Thursday, November 19, 2020

Host: Jermal Chandler, Senior Instructor, Cboe Options Institute

· 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.

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