wo hours into NY trading, and the VIX settlement dynamics are unfolding exactly as the Greek setup suggested. But the blood-letting is not yet complete. Looking at December 18 (next major expiry), we ...

The July VIX futures settled this morning at 16.76, which will be the basis for pricing VIX options that expire today. The VIX was up at 16.80 at the open but dropped quickly below 16 as the S&P 500 ...

Last week, I observed that volatility expectations, as measured by the Cboe Market Volatility Index (VIX -- 30.75), may have limited upside. This is because the 33.20-34.44 area (which marks double ...

The CBOE Volatility Index finished lower yesterday, the last trading session for April VIX contracts. The spot VIX finished yesterday down 5.58 percent at 18.46 but was well off its session lows. It ...