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SamsaricSufferer

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SamsaricSufferer

Re: Donis post# 59457

Thursday, 01/24/2013 2:16:41 PM

Thursday, January 24, 2013 2:16:41 PM

Post# of 83010
The straight VIX options have IV's in the 120's - 130's but are moving with a delta close to 0.75 on the 14.00 strike (underlying is 13.27 up 0.81) today. Volume on the VIX Feb13 16.00 calls is running 117,992 so far against 96K OI. New positions opening up. Put to call is 0.51 as of close yesterday. Be interesting to see it tomorrow.

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