VIX Futures Monthly Expiration

SPX Index & Index Options Performance

Nov VX contract rolls off tomorrow morning, and with that Dec becomes the last contract of the year. Markets heading into busy end of week data & earnings period with an inverted front end of the VX term structure, with tech taking a beating last few weeks.

Updated historical performance for SPX Index & Options around Vixpiration posted below.

1-DTE SPX Performance:

Note: All $charts represent $200k notional bet size (ex. ~3 XSP at 6000 SPX)