VIX option 2010 April expiration — settlement value 15.94

The settlement value for the VIX index options for April was 15.94 This settlement value is quoted under the symbol VRO (^VRO for Yahoo, $VRO for Schwab). Today’s 21-April opening value for the VIX index was 15.80, so the difference was a relatively small 0.14 (.9%). The settlement value and the real time VIX index quotes are computed different ways, so there is usually a small difference.