5000 VXX Dec 11 Weekly 17.5/18.5 spreads went up in 2 blocks on the CBOE
Shares of the iPath S&P 500 VIX Short Term ETN (VXX) are down .33 to 18.70 today.? VXX is near the middle of the 52 week range.
- Paper traded 5000 VXX Dec 11 Weekly 17.5/18.5 spreads at 1.44. ??
- The ADV is 328k contracts.?
- ?The open interest is 193 and 1268 contracts.
The volume went up in 2 blocks on the CBOE. ?Just over 9k spreads traded as investors look for lower VXX prices in the near term.? The spreads could be against stock but even then would be looking for limited upside.? The short call spreads are bearish VXX.
- IV 30 is trading for 68%.?
- HV10 is trading for 97%.?
- IV 30 is below the HV 10.
The Ipath S&P 500 VIX Short Term Future ETN (VXX) tracks the two near term VIX futures maintaining a 30 day duration mix of futures.