The CBOE Volatility Index (VIX) was up .29 to 12.96 today.? The VIX is trading near the bottom of the 52-week range.
Today paper traded the VIX Apr 18/22 call spread for .35 19,280 times. ??Average volume is 616,000 contracts per day in the name, and open interest is over 100,000 contracts in both strikes.
The volume looked like straight buying on the call spread.? April VIX volatility is up 1.7 points today.
30-day implied volatility is 86%.? ?10-day implied volatility is 136%.? 30-day implied volatility is trading well below the 10-day historical volatility.
The CBOE Volatility Index (VIX) is the volatility index for the S&P 500 index options that seek to maintain a constant 30-day duration.