July 6 close: VIX at 15.57 while Treasury yields frame collateral returns
Cboe’s VIX history shows a 15.57 close for July 6, down 0.24 point from July 3. Treasury’s daily curve lists the 2-year yield at 4.13% and the 10-year at 4.48% for July 6, 2026.
YieldCove Desk
1 min read
VIX close
15.57
-0.24 vs July 3
3-month Treasury
3.87%
July 6 curve
2-year Treasury
4.13%
July 6 curve
10-year Treasury
4.48%
July 6 curve
Cboe’s VIX history puts the July 6, 2026 close at 15.57, down 0.24 point from 15.81 on July 3, 2026. The July 6 row also shows a 15.56 low and 16.50 high, keeping the close near the low end of the session range.
VIX closes around the July 2026 holiday week
Cboe daily VIX history; the sequence skips the U.S. market holiday in the file where applicable.
Source: Cboe VIX_History.csv, accessed 2026-07-07T06:19:23Z
| Tenor | Yield | Why premium sellers track it |
|---|---|---|
| 3-month | 3.87% | Short cash collateral comparison |
| 6-month | 3.98% | Alternative collateral horizon |
| 2-year | 4.13% | Rate-path sensitivity |
| 10-year | 4.48% | Equity duration and discount-rate context |
| 30-year | 4.99% | Long-duration risk marker |
Collateral lens
A lower VIX can make broad-market option premium look thinner. Some wheel traders respond by comparing the option credit with the Treasury curve and the assignment scenario, rather than treating a low volatility index as a reason to relax risk checks.
The fact pattern is not a forecast. It is a checklist input: broad index volatility was lower at the July 6 close, while Treasury yields still gave cash-secured put collateral a visible opportunity-cost benchmark. That combination can make selectivity and strike discipline more important, not less.
Sources
- [1]Cboe VIX Index daily price history CSV — Cboe Global Markets · Accessed 2026-07-07T06:19:23Z · Tier 1
- [2]Daily Treasury Yield Curve Rates, July 2026 XML — U.S. Department of the Treasury · Accessed 2026-07-07T06:19:23Z · Tier 1
This content is for informational and educational purposes only and is not financial advice. Options involve risk and are not suitable for every investor. Do your own research before trading.
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