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CFE - Daily Futures - Friday, 20 November
FlipCharts
 
CBOE S&P 500 VIX
SymbolLastChangeOpenHighLowVolOI
VIZ0924.20-0.5025.1525.4524.15535633553
VIF1027.00-0.2527.6027.8026.8529788472
VIG1027.80-0.2028.2528.2527.702325749
VIH1027.95-0.1028.3028.3027.906104000
VIJ1028.25unch28.5228.5528.251951298
VIK1028.05+0.0528.7028.7028.00207782
VIM1027.95-0.0528.0528.1527.90147299
Daily Volume and Open Interest972554154
 
 
CBOE MINI-VIX
SymbolLastChangeOpenHighLowVolOI
VMZ0924.20-0.5025.0025.0024.204995
VMF1027.00-0.2527.5527.5527.004255
Daily Volume and Open Interest91150
 
 
CBOE RUSSELL2000 RXN
SymbolLastChangeOpenHighLowVolOI
VJZ0930.00unch0.0030.0030.0000
VJF1030.00unch0.0030.0030.0000
VJG1030.00unch0.0030.0030.0000
 
 
S&P 500 3M VARIANCE
SymbolLastChangeOpenHighLowVolOI
VLZ09381.00-22.500.00381.00381.0000
VLH10735.00-34.000.00735.00735.0000
VLM10847.50-10.000.00847.50847.5000
 
 
S&P 500 12M VARIANCE
SymbolLastChangeOpenHighLowVolOI
VOZ09781.00-5.500.00781.00781.0002
VOH10564.50-14.500.00564.50564.5000
VOM10577.50-16.500.00577.50577.5000
VOU10702.00-17.500.00702.00702.0022
VOZ10838.50-14.000.00838.50838.50028
Daily Volume and Open Interest232

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