Cboe Global Markets

January/February VIX Futures Spread Narrows

January 11,2021

S&P 500 Index down less than 1% today after strong last week in U.S. equities, 10-day S&P 500 Index realized volatility up near 12.5%, $VIX options ADV last week around 675K per day, Jan/Feb $VIX futures spread narrows since Friday & Kevin Davitt details $VIX options trading activity in Jan 30 & Mar 30 $VIX calls.