that's already been answered as it relates to last weeks action: VIX... today however, it looks like (from eyeballing the quote screen), that IV is increasing as a result of the High OTM call volume today (and increasing premium for otm calls) in SPX Aug options. (for example, about 30% of the open intrest in Aug 1000 calls were traded today). FWIW.
why is the VIX increasing as SPX rises?
Started by
TheArchitect
, Jul 20 2009 04:18 PM
1 reply to this topic
#2
da_cheif
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- Traders-Talk User
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Posted 20 July 2009 - 08:52 PM
that's already been answered as it relates to last weeks action: VIX... today however, it looks like (from eyeballing the quote screen), that IV is increasing as a result of the High OTM call volume today (and increasing premium for otm calls) in SPX Aug options. (for example, about 30% of the open intrest in Aug 1000 calls were traded today). FWIW.
i got the vixo down 117
