All Indexes

S&P 500 Index (.SPX) $2094.48 -0.93%

Deep out-of-the-money put spreads in the S&P 500 index Thursday. The index is off 18.79 to 2095.28 and the top trades in the SPX pit printed this morning when the Jun 26 Weekly 1925 – 1950 put spread traded for 75c, 6000X. The spread has traded multiple times and volume is 66K in both contracts. [...]

June 4, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $14.22 +4.10%

Heavy volume in CBOE VIX Index 20 strike calls. Impressive early volume in VIX calls with well over 200K contracts trading in the first 30 minutes of the day and a massive June-July ‘stupid’ driving most of the volume. Initiator is buying the June and July 20 calls together, paying from 1.20 to 1.26 for [...]

June 4, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $14.21 +1.72%

A couple of call spreads on VIX today. The index is up .14 to 14.11 and an investor buys the Jun 17 – 20 call spread for 25c, 15000X. More recently, a Jun 17 – 22 – 27 call butterfly spread trades for 20c, 15000X. Open interest is sufficient to cover, but the spreads are [...]

June 2, 2015 | 0 Comments More

.RUT Index (.RUT) $1246.10 +0.58%

Big spread in the Small Cap Index. With the Russell 2000 trading up 7.6 points to 1246.5, the Jun 5 Weekly 1290 – 1300 call spread on the index is apparently being sold at 6c, 69000X. The new position is probably being opened on the view the small cap index isn’t likely to rally 3.5% [...]

June 1, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $11.98 -1.07%

Active trading in VIX calls as the index dips below 12 for the first time in 2015. The volatility index is down .14 to 11.97 and its lowest levels since 12/5/2014 ahead of the three-day Memorial Day weekend. The top trade on the index is a 90K lot of Jun 18 calls at 45c when [...]

May 22, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.25 -4.89%

Low volume and falling volatility in the options market Thursday. Projected options volume for the day is 12.5M contracts and well below the one-month daily average of 15.5M. Friday might see light turnover ahead of the three-day weekend as well and CBOE Volatility Index is off .63 to 12.25. The volatility index is on track [...]

May 21, 2015 | 0 Comments More

S&P 500 Index (.SPX) $2128.96 +0.15%

10% market drop by the end of next week? Some investors are possibly positiiong for such a move, as End-of-Month May 1925 puts are the most active options in the S&P 500 Index (SPX) pit today. 27,610 traded, mostly for 15c, and the activity is opening. Much of the flow has been in smaller lots [...]

May 21, 2015 | 0 Comments More

S&P 500 Index (.SPX) $2131.89 +0.28%

May-15 1925.0 P (EOM )

May 21, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.86 +0.08%

Active trading in the VIX pit today as positions are being opened to replace expired May contracts. The index is up .01 to 12.86 and projected volume for the day is about 800K contracts. June 13 puts and June 18 calls have both traded more than 50K and are the second and third most active [...]

May 20, 2015 | 0 Comments More

.RUT Index (.RUT) $1250.90 +1.16%

Big spreads in the small cap index. The Russell is up 13.95 points to 1250.45 and the May 1290 – 1300 call spread on the index trades at 6 cents, 39000X, and 6 cents, 30000X. It appears that a seller is opening a new position and, if so, expressing the view that the Russell 2000 [...]

May 18, 2015 | 0 Comments More
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