VIX 1X2 Call Spreads Trading (VIX Chart, Futures Curve and Put/Call Ratio)

Below is information from the CBOE VIX options pit on 1/4/2010 and 1/5/2010 courtesy of Jamie Tyrrell of optionMONSTER TV. VIX 1X2 call spreads were in play, moving from January to March and February to March. They were protecting March upside in volatility. Here's the VIX futures curve using data from InsideStocks.com on 1/6/2010. See the videos and more after the break.



Volatility Sonar January 5, 2010 (optionmonster.com)




Volatility Sonar January 4, 2010 (optionmonster.com)



For another view read this post by Adam Warner at the Daily Options Report. $VIX spot tested 16 again recently.


VIX Spot (Volatility Index)
StockCharts.com


Now for the VIX Put/Call ratio courtesy of Schaeffers Research. The put/call ratio hit a low of 0.30 before the Flash Crash (April 2010) and start of the correction. It hit a high of 0.99 a few months ago and now stands at 0.51. So we're not testing crazy lows in puts relative to calls open like we saw before the flash crash. I'd like to see more data.


Courtesy of Schaeffers Research

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