Vertical Spread

Are VIX Ratio Spreads Why VIX Move Was So Big?

Our HeatSeeker as well as CBOE and OptionsClearing confirmed that 2.538M calls and puts traded in the VIX yesterday. Over 77% of those or 1.954M were calls, which is close to a record. The 44.4% move was indeed the 9th largest 1-day move and the combination of VIX futures and

Read More