Volatility Strategies

VIX Put Open Interest Declines Post FOMC

Sep 17, 2015

​Open interest in Chicago Board Options Exchange Volatility Index put options has reduced by about 4 million since Tuesday, the last day to trade September’s expiring options, according to CBOE data. This change comes after VIX puts reported higher-than-average levels over the last few weeks, and follows today’s interest rate decision, which saw further declines in open interest.

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