Close

Options implied volatility

June 27, 2016 6:13 AM EDT

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (TYVIX) at 6.58 stks.co/h2GXo

July Weekly options on VIX trading at CBOE

CBOE DJIA BuyWrite Index (BXD) at 267.61 cboe.com/micro/bxd/

CBOE S&P 500 Skew Index (SKEW) at 142.92. SKEW measures the purchase of out-of-the-money S&P 500 Index puts that require a very large downside move to profit from long put positions. An increase of this index indicates greater expectations for an extreme down move.



Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

Options, Trader Talk

Related Entities

Standard & Poor's, Options