September and October VIX Call Options Active In Futures (Volatility)

Videos below are from the OptionMonster Volatility Sonar Report, which provides updates on VIX options daily (OptionMonsterTV). VIX September and October calls were active today and yesterday. The curve is in contango, the Aug VIX Future is at 24.10 and Oct VIX Future is 29.60, with VIX spot bouncing around multi-month lows at 23 (see chart). It's always interesting to see what's going on in the VIX options, in size. VIX options and futures hedge or speculate on the price of volatility going forward. There are two ETFs that play the short term and mid term VIX futures (VXX and VXZ), but they have monthly rolling risk. The ETFs move with the VIX Futures not the spot measure you see streaming everywhere. The VIX (Volatility Index) is the overall price of fear or insurance in the S&P Index options (http://www.cboe.com/micro/vix/introduction.aspx).

From today (Aug 10) - Courtesy of OptionMonsterTV


Yesterday (Aug 9)


VIX (CBOE Market Volatility Index, Spot) - FreeStockCharts.com

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