24950 VIX Jan 20 expiry 35 calls went up in 1 block
The CBOE Volatility index is up 5.55 to 29.50 today. VIX is near the upper end of the 52 week range.
- Paper traded 24950 VIX Jan 20 expiry 35 calls for .33.?
- The ADV is 532k.?
- The OI is 127k contracts.
The volume went up in 1 block on the CBOE.? It is hard to see opening or closing but the calls are .60 bid now and if they were a short cover the seller was looking at risk control.?
- IV 30 is trading for 120%.?
- HV10 is trading for 162%.?
- IV 30 is trading below the HV 10.
VIX is the CBOE 30 day volatility index on the S&P 500 options.