Wednesday, February 15, 2017

Vix Bounces from Record lows. Volatility rises with ES (stock Market)


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.


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