Thursday, November 20, 2008

VIX at 78.62; December 100 Calls Trade at 1.05

There have already been 213 contract traded for the VIX December 100 calls. The current bid/ask is 1.05 - 1.15.

1 comment:

  1. The cash Vix index traded above 80.0 this morning (80.34 high) and the Dec 100 calls traded at a high price of 1.20. Time will tell if this cash index closes above 80.0 for only the second time (Oct 27th close of 80.06 was the first) in 2008.

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