With ETF shares outstanding spiking and near-record short futures exposure in the VIX complex, something is breaking as after-hours trading is showing some significant moves higher in VIX futures and ETFs. Whether this is a short Vol margin call or, as some havs suggested, delayed dark pool prints showing up, it is sending algos scrambling…
VIX Futures surging after hours…
as VIX ETFs spike…
via http://ift.tt/28ZeD0k Tyler Durden