Anyone know where to find the VIX SOQ?..never needed it before but am holding some options on it that expire today...trying to figure out where they'll settle.
VIX Special Opening Quotation
- Thread starter beerntrading
- Start date
Robert Morse
Sponsor
Of course it's Bob to the rescue! Who else? Lol
But isn't that end of day futures settlement? Sorry, I guess I could have been clearer. I'm looking for the AM settlement for options with the 11/15 expiry. Isn't that based off the 12/13 future? I really should have a better grasp on this since I'm trading it...
Actually...think I found it (I'll get the link when I'm at my computer). Am I reading right it's 13.79?
That's it, 13.79. http://cfe.cboe.com/market-data/settlement/volatility-settlements
Big mark up this morning, big bids for out of the money puts. Great opportunity to participate in the opening, http://cfe.cboe.com/market-data/settlement/hoss-information
Big mark up this morning, big bids for out of the money puts. Great opportunity to participate in the opening, http://cfe.cboe.com/market-data/settlement/hoss-information
Robert Morse
Sponsor
Sorry for the wrong cut and paste!
Hmmm. Maybe, just maybe it’s 13 handle ?
No worries Bob...you still got me two clicks away from the right answer. Your input is always appreciated!
As a side note, I would not recommend holding any positions that have AM settlement into settlement day. Those settlement values are completely unpredictable. In some cases they are lower than the daily low or higher than the daily high.