CBOE Volatility Index (.VIX) $17.89 +0.62%
CBOE VIX option volume is heavy this morning, on track for nearly half a million contracts as the index trades near flat at $17.09. Normally call volume leads puts in the product, but the most active today is the March 17 Put, where nearly 50K contracts have traded at a vwap of 23cents and the flow being driven by outright buyers in a few large tranches. CBOE floor broker PTR Inc. executing most of the volume.
Category: All Indexes
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About the Author (Author Profile)
Henry Schwartz is the president of Trade Alert LLC, a provider of real-time options analysis tools to leading Wall Street firms. His systems analyze hundreds of thousands of transactions per second to help professionals identify and interpret market activity in real time, supporting informed trading decisions and intelligent idea generation. He has held institutional trading and management roles with Bank of America, Bear Stearns, Salomon Brothers and the Hull Group, and made markets on the CBOE and AMEX floors in the US, and EUREX and MONEP overseas. Prior to founding Trade Alert, he led the electronic market-making group at Bank of America coincident with the launch of the International Securities Exchange. He received his bachelor’s degree in Economics from the University of California, San Diego and his MBA from NYU’s Stern School of Business.
