vixpremium01 July VIX futures closed at a $1 premium

Term Structure of the VIX ‎ TheStreet.com - Dan Passarelli - 6 hours ago This is evident in the term structure of CBOE Volatility Index(VIX) options and futures. VIX options are a little tricky. They settle into cash and the ...

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Futures Show Muggy July for VIX ‎ Investorplace.com - Adam Warner - Jun 22, 2011 July VIX futures closed at a $1 premium, not terribly high. And the August futures closed .85 over July. That's all pretty flat in VIX Term Structure land. ... Volatility Trading Digest - Greek Theater‎ - The Options Insider all 19 news articles » VXX

Wall Street Journal (blog)

In focus: Buy signals take hold ‎ MarketWatch - Lawrence G. McMillan - 6 days ago That is, they have not fallen as fast as VIX has. That's fairly normal market action. What is not so normal is that the term structure of the VIX futures ...

MarketWatch

XVIX At Six Months ‎ IndexUniverse.com (blog) - Paul Britt - Jun 27, 2011 Stated plainly, XVIX is designed to profit on the term structure of VIX volatility futures, and not from volatility in equities. ...

Volatility Trading Digest - A Bounce Indeed! ‎ The Options Insider - Jul 5, 2011 Since the CBOE updates the VIX futures term structure during the day an estimate of the current premium is always available. ...

In focus: Oversold rally fizzles out ‎ MarketWatch - Lawrence G. McMillan - Jun 22, 2011 VIX futures are all trading with rather large premiums again, and the term structure slopes steeply upward. In my opinion, this is an overbought condition. ... Bears Are Running the Show‎ - Moneyshow.com all 2 news articles »

MarketWatch

SPX, VIX Point Toward Higher Fear...for Now ‎ The Options Insider - Jun 28, 2011 VIX futures are holding stable and in a flat to slight backwardation term structure depending on the day. The spread between July futures and cash is flat, ...

In focus: Bulls trying to establish a foothold ‎ MarketWatch - Lawrence G. McMillan - Jun 29, 2011 VIX futures dropped only fractionally yesterday, and so they are all back at premiums again. The term structure continues to slope upward — perhaps not as ...