The CBOE volatility index (VIX) is down .86 today.
Today 5,550 VIX Mar 14 puts traded for 0.51. ??Average volume is 566,000 contracts per day in the name.? Open interest is 163,000 contracts.
The trade went up as spread but there is no other side marked.? The puts are well underwater now.
30-day implied volatility is 73%.?? 10-day implied volatility is 98%.? 30-day implied volatility is trading below the 10-day historical volatility.
The CBOE volatility index (VIX) is a volatility index on the SP 500 that maintains a constant 30 day duration.