Today we saw both the VIX futures and SP500 futures (ES) rise as the stock market hit new record highs.
SP500 at Record Highs
A spread chart of VIX and ES 1/1 ratio.
Today was the first day VIX H contract trading as the front month. There was a lot of pressure to push up VIX today.
The word in the pit was that there was a large call buyer in VIX betting on a rise to 16 by March.
The front Vix calendar hit a high of 1.94 on Monday and has since been going down, closing at 1.22 today.
Wednesday, February 15, 2017
Vix Bounces from Record lows. Volatility rises with ES (stock Market)
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2/15/2017 03:10:00 PM
Posted by
HPT
Labels: ES, Extremely Bullish Day, professional traders., record highs, vix, Vix Calendar, VIX front Future
Labels: ES, Extremely Bullish Day, professional traders., record highs, vix, Vix Calendar, VIX front Future

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