Cboe Global Markets

Rolling of VIX Options Positions from April to May

April 8, 2021

The $VIX Index briefly fell below 17 this morning, options activity sees a rolling of long $VIX options positions from Apr to May, $VIX futures contango steepening, & Tim Biggam breaks down why the ATM $SPX straddle price is falling as the S&P 500 Index continues to climb higher