vix options premium level 11/15/2010 closing price (图)

VIX Options With a current Historical Volatility of 73.00, the table below shows the adjusted Implied Volatility (IV) of the at-the-money VIX calls and puts using the futures prices based upon the closing option mid prices on Friday along with their respective months futures prices. The high November implied volatilities, creating an IV/HV ratio of 1.45, indicates option premiums were bid higher on Friday. Higher call premiums suggest hedging strategies. Read more: http://www.theoptionsinsider.com/tradingtechnology/?id=5828#ixzz16cO7z9at The Options Insider: Your Inside Source For Options Information