If an options contract exists, it must have had a buyer. To see the prices (Open, High, Low, Close, Settle) click on the “Futures: Price & Volume Detail” button, which is just below the date selection. Low readings are a bit easier to spot during the time period shown in this chart. In order to use StockCharts.com successfully, you must enable JavaScript in your browser.Click Here to learn how to enable JavaScript. Cryptocurrency data provided by CryptoCompare. The trade has a maximum gain of $2505 per contract if the VIX closes above 70 at expiration. The S&P 500 has already gained back half of the COVID Crash. The information provided by StockCharts.com, Inc. is not investment advice. VIX Futures Historical Data Download. Get CBOE Interest Rate Volatility Index (.SRVIX:INDEX) real-time stock quotes, news and financial information from CNBC. April 23, 2020. It, too, tends to move up and down in sympathy with stock prices. © StockCharts.com, Inc. All Rights Reserved. Normally, the VIX futures open interest rises along with prices and we see a price top at the same time as a peak in open interest that is way above the 200-day moving average. Execute your vision with Cboe's suite of innovative and flexible products. VIX Put/Call Ratio is at a current level of 0.54, N/A from the previous market day and down from 1.43 one year ago. Normally the VIX futures open interest rises along with prices, and we see a price top at the same time as a peak in open interest that is way above the 200-day moving average. by Tom McClellan. CBOE VIX Futures Open Interest is at a current level of 280441.0, N/A from last week and down from 504704.0 one year ago. So it can happen that way. View VIX option chain data and pricing information for given maturity periods. OpenViX 5.3 series has been released. A product that normally has more calls than puts had seen the open interest flip. Currently 5200PE and 5400PE holds the higher open interest indicating that PE writers are dominating the market and very much confident of holding 5300 for the current options series. So that is where I begin our look at this week's chart, showing the VIX futures open interest data compared to the S&P 500. It gives you important information regarding whether there is an active secondary market for the option, and can be used as a tool to predict price trends along with reversals. That is a fascinating observation, all the more so right now because something is different now. They had moved to an all-time high net short position back in November 2019, when the VIX was still hanging around near 12. VIX futures contracts have only been a thing since March 2004, and they were not a big thing when they first started. But thus far the total open interest in VIX futures is still at a very low level, ... Read moreSource: VIX Open Interest Still Lagging Price Rebound VIX Open Interest Still Lagging Price Rebound. A higher ratio indicates unusual activity for the option. 27th February 2020 OpenViX released for Amiko Viper 4K51 11th October 2019; OpenViX released for Amiko Viper 4K 22nd August 2019; OpenViX 5.3 series has been released. Normally, the VIX futures open interest rises along with prices and we see a price top at the same time as a peak in open interest that is way above the 200-day moving average. Create your own screens with over 150 different screening criteria. VIX futures did not even begin trading until 2004, and, during the first few years, there was not much interest in these new trading instruments. Prior to that election four years ago, total open interest on VIX futures among Large Speculators exceeded 360,00 contracts, or 200,000 more contracts than at … That is a correct and relevant point. We made a comment last week that put-call ratios were WAY out of whack in the VIX. Put open interest, represented by the red bars in Chart 1, is decent in near-the-money or slightly-in-the-money strikes, but pale in comparison to the red bars. But, thus far, the total open interest in VIX futures is still at a very low level, indicating that traders are not yet interested in speculating there. VIX/VIXW options are accommodated in the Broad-Based Index Volatility Indexes Product Group (500), with a 75% offset with the other classes contained in that Product Group. This is the unusual behavior. We have to deal with the market as it comes to us. A Short Squeeze is when a company with a high degree of short interest increases in price, which forces short sellers to "cover" their short interest by purchasing actual shares, which in turn drives the price up even further. Even more stunning, 8 of the top 10 open interest strikes were puts. Open Interest Explained . Open Interest: Open Interest is the total number of open option contracts that have been traded but not yet liquidated via offsetting trades for that date. Trading and investing in financial markets involves risk. That is curious, since prices have already rebounded partway. On March 5, open interest hit 282,314 contracts, exceeding a 256,870-contract record on March 1. The interpretation which makes the most sense is that the lack of a big rise in VIX futures open interest in 2020 says that we are not encountering a major price top. That began to change beginning in 2012, when open interest finally climbed up above 200,000 contracts. Trading and investing in financial markets involves risk. So that is where I begin our look at this week’s chart, showing the VIX futures open interest data compared to the SP500. CBOE Volatility Index historial options data by MarketWatch. This next chart looks at related data, showing the raw net position of the "non-commercial" (large speculator) traders of VIX futures. See a list of High Open Interest using the Yahoo Finance screener. The weird behavior now is that prices are close to a new all-time high, but the VIX futures open interest remains below the 200-MA. Unless otherwise indicated, all data is delayed by 15 minutes. To understand open interest, we must first explore how options and futures contracts are created. VIX | A complete CBOE Volatility Index index overview by MarketWatch. VIX VVS Risk Profile. The VIX Index is based on real-time prices of options on the S&P 500 ® Index (SPX) and is designed to reflect investors' consensus view of future (30-day) expected stock market volatility. By "net position", what I mean is that it measures the number of short positions they hold minus the number of long positions. In the August expiration, the amount of call open interest in VIX heavily outweighs that of puts. VIX Futures Open Interest – The Uptrend Which Started Off Of The Dec. 24, 2018 Low Should Have A Lot Longer To Run? The second interesting point concerns the current reading, which still remains low compared to the past few years' history. The problem there is in identifying what "high" means for these data. April 5, 2019 April 5, 2019 by IWB. The first interesting point about these open interest data is that they tend to move up and down with stock prices. You are responsible for your own investment decisions. I came across this article talking about "short interests" in VIX futures. Open Interest is the total number of open option contracts that have been traded but not yet liquidated by either an offsetting trade or an exercise or assignment. CBOE Vix Volatility Historical Data Get free historical data for CBOE Vix Volatility. My question is what does "short interest" even mean here? Short Interest. VIX Historical Price Data. Market data provided by Xignite, Inc. Commodity and historical index data provided by Pinnacle Data Corporation. Unless otherwise indicated, all data is delayed by 15 minutes. And, in 2020, it is behaving in a way that is quite unusual and, thus, worthy of comment. That began to change beginning in 2012, when open interest finally climbed up above 200,000 contracts. The caveat to this observation is that VIX futures have really only been a thing for a few years, so we don't have a whole lot of history by which to judge this indication. © StockCharts.com, Inc. All Rights Reserved. We have seen this type of disparity before. And the thresholds for "high" and "low" readings are a little bit easier to discern in the chart of this indicator. Short Update on India VIX and Open Interest. The implication is that we are not seeing the normal sort of topping condition of the past few years. Your Toolkit for Comprehensive Risk Management. This week's chart shows the total open interest in VIX futures, with its 200-day moving average. Sign up for our weekly ChartWatchers Newsletter. Select VIX Institutional Research. As with the total open interest data, the current low reading for the non-commercials' net short position says that stock prices have a long way to move higher before we have another situation with excessive trader speculation. VIX Futures open Interest Short Term VIX Futures Growing 43% per Year—At Least. On September 22, 2003, the Cboe began disseminating price level information using revised methodology for the Cboe Volatility Index, VIX. The page first displays merely a summary of trading volume and open interest by contract. Vol/OI - for the Strike Price: today's volume / today's open interest. June 29, 2012 June 28, 2012 by . The Cboe Volatility Index ® (VIX ® Index) is considered by many to be the world's premier barometer of equity market volatility. 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