Wednesday, November 18, 2009

November 2009 VIX options expiration value = 22.54

The November VIX options expired with a print, or settlement value of 22.54.   This is recorded as the symbol VRO.  Lookup symbol:   ^VRO (Yahoo),  $VRO (Schwab).   The cash VIX opened this morning at 22.35.

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