JATS V-SNAV + HALO Report
Instrument: VIX (CBOE Volatility Index)
Session: Globex (June 26, 2025 Close)
Close Price: 16.44
Max Pain: 19.00
Gamma Flip: 19.25
Dealer 1σ (RVOL-derived): ±0.87
ATM Strike: 16.50
JATS V-SNAV + HALO Report
Instrument: VIX (CBOE Volatility Index)
Session: Globex (June 26, 2025 Close)
Close Price: 16.44
Max Pain: 19.00
Gamma Flip: 19.25
Dealer 1σ (RVOL-derived): ±0.87
ATM Strike: 16.50