Wednesday, September 16, 2009

October VIX Option Expiration 21-Oct-2009

The October VIX options will expire the morning of the 21st.  The last day of trading will be the 20th.

Notes on the September Expiration
The September options expired today.  The VIX closed at 23.42 last night and opened at 23.28 -- not an unreasonable value given the behavior of the market this morning.  My September position closed out with the best case (modest) profit Bull Spread on VIX? -- More like a Bear

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