Seeing some low delta call buying in VIX options as CBOE vol index continues to gain (+1.13 at 31.65) adding to Thu's bounce off week lows:
- +16,400 VIX October 55 calls from .23-.24
OPTIONS: VIX Options Call Buyer
Last updated at:Oct-07 14:05By: Bill Sokolis
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Seeing some low delta call buying in VIX options as CBOE vol index continues to gain (+1.13 at 31.65) adding to Thu's bounce off week lows:
- +16,400 VIX October 55 calls from .23-.24
