Last Week in VIX Options and ETPs – 3/30/2014

The S&P 500 lost value last week and so did all four of the volatility indexes that CBOE calculates using SPX options as the underlying market.  Granted the SPX finished on a positive note after dipping a few times over the course of the week and maybe the VIX reaction to market activity is that nothing seems to be able to push this stock market lower.  I did find VXST and VIX both closing at the same price as a curious anomaly and since VXST is so new I’m not sure how to read that.


On Friday morning there was a neutral to bearish VIX player that sold the VIX Apr 16 Straddle for just over 2.20 which gives them a profit is April settlement falls between 13.80 and 18.20.  Also there was a seller of the VIX Apr 17 Calls for 0.66 which will work out at April expiration if settlement comes in at 17.66 or less.

Options ETPs

The posts on this blog are opinions, not advice.
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