30000 VIX Dec 27 calls went up in one block marked sold last
The CBOE Volatility Index (VIX) is up .21 to 17.06 today.? VIX is near the middle of the 52 week range.
- Paper traded 30000 VIX Dec 27 calls for .50. ?
- The ADV is 700k.?
- The OI is 94089 contracts.
The volume went up in a block on the CBOE marked sold last.? Paper bid .50 for these calls with over 9800 trading as this customer has been using VIX to hedge another position.
- IV 30 is trading for 95%.?
- HV10 is trading for 150%.?
- IV 30 is trading below the HV 10.
VIX is the CBOE 30 day volatility index on the S&P 500 options.