June VIX contracts settle at 17.22

optionMONSTER

The June VIX futures settlement came in at 17.22 this morning, well off their close of 16.75 yesterday and above the morning high for the spot volatility index.

The settlement comes from S&P 500 traded prices, while the spot VIX comes from the midpoint of the bid/ask spread.

The volatility index is now up 0.24 points to 16.85 while the S&P 500 is down just 2 points, just below 1650. The two indexes typically move inversely.

The rise in the VIX and that high futures settlement is a bit surprising. The July VIX futures are trading at at 17.70. 

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