CBOE Volatility Index (.VIX) is up .19 to 19.69 despite a 6.5-point gain in the S&P 500, as investors brace for a busy week of economic news — including ISM and construction spending in about 7 min. and monthly jobs Friday. In the options market, one player seems to be bracing for volatility in the VIX and bought the Mar 20 staddle at $2.50, 25000X in early trading Monday. It might close an existing position because open interest is sufficient to cover in both contracts.
WhatsTrading.com
Objective Real Time Market Intelligence
CBOE Volatility Index (.VIX) $19.71 +1.08%
Posted on March 1st, 2010 9:54 am
by fredruffy in All Indexes
(1 votes, average: 4.00 out of 5)You need to be a registered member to rate this post.
Loading ...Welcome
Option 8-ball
In the News
| S | M | T | W | T | F | S |
|---|---|---|---|---|---|---|
| « Dec | Feb » | |||||
| Mouse over a bold date for a list of stories (premium stories are starred) | ||||||
| 1 | 2 | |||||
| 3 | 4 | 5 | 6 | 7 | 8 | 9 |
| 10 | 11 | 12 | 13 | 14 | 15 | 16 |
| 17 | 18 | 19 | 20 | 21 | 22 | 23 |
| 24 | 25 | 26 | 27 | 28 | 29 | 30 |
| 31 | ||||||
Sections
- **Flow Monitor**
- All Symbols
- AutoPost
- Buy-Write
- MarketUpdate
- NY Expo Case Study
- Options 101
- ToolBox
- TradeOday
- Uncategorized
3 users commented on " CBOE Volatility Index (.VIX) $19.71 +1.08% "
Follow-up comment rss or Leave a TrackbackIf this is an opening trade, it will make an interesting case study. It’s hefty premium considering there are only 15 days until VIX options expire — which, unlike other contracts, is always on a Wednesday. Time decay is going to be a killer.
Interesting.
I bought XRT puts (39 MAR) against my $mvr calls myself today.
It might decay out, don’t know.
I took a hit too, but I’d like my $MVR to go against the 52 week highs again.
Darn shorts!
The $VIX 19 puts were *also* active into the close Fred. If I had to take a guess, I would imagine they were probably sold……(perhaps to lock in some gains).
Nice day for copper/oil today. Sold most my commod. calls hehe
My heart goes out to those in Chile though….
I meant a sale of $VIX 19 puts against a long portfolio (as far as locking in gains)…but may be hedging.
I’ll check OI and see if it’s institutional or retail tomorrow if I remember….