Summary of CBOE SPX and VIX Index Closing for November 21st
The CBOE Volatility Index (VIX), the SPX option derived measure of implied volatility, fell 2.99 today to close at 23.43, while the underlying SPX index gained 64.23 to close at $6602.99, a 0.98% increase. 1,327,977 VIX option contracts traded, 1.3401x the typical daily volume for the product. Calls made up 69.7% of the volume.