Volatility Views 532: Revenge of the Volatility Backspread
Volatility Views
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VIX: The Big Dog on the Tape
The big dog, like we just said, 302,000 of those SEP 60s. That trade just dominating the tape there yesterday. Right behind it, we have the June 30s and 112,000 of these SEP 40s. And then right behind it, rounding out the top five, we have 52,000 of the June 23s. Wednesday back to more normal paper, 498,000 contracts on the tape.
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