All Indexes

CBOE Volatility Index (.VIX) $14.74 +34.00%

VIX moves up 3.43 points to session highs of 14.43. VIX is at its best levels since May 7 as the S&P 500 sees a second leg lower on Al Jazeera headlines that Israel has started a ground offensive in Gaza. The S&P 500 is down 20.01 points, session lows, and on track for its [...]

July 17, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.38 -4.85%

Active trading in the VIX Pit. 389,000 calls and 120,000 puts so far. 72% of the activity is in the August term, as players open positions to replace July options that expired today. 2.85 million calls were out of the money after the settlement print of 11.03 – the lowest since Feb 2007. VIX hit [...]

July 16, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.56 -4.30%

VIX draws a noteworthy call spread. The index hit a morning low of 11.40 and is down .52 to 11.56. An Aug 14 – 18 call spread on VIX trades for 47 cents, 23350X. Looks like a buyer and maybe a new position to replace one in the July term that will expire in two [...]

July 14, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1978.26 +0.54%

Big print in the SPX pit late Friday. The S&P was up 2.89 points to 1,967.57 for the day and the Weekly (8/1) 1825 – 1850 put spread on the index was sold-to-open at 55 cents, 75000X. The new position seems to be expressing confidence that the S&P 500 won’t drop more than 6% through [...]

July 14, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1977.10 +0.48%

Big print in the SPX pit late Friday. The S&P was up 2.89 points to 1,967.57 for the day and the Weekly (8/1) 1825 – 1850 put spread on the index was sold-to-open at 55 cents, 75000X. The new position seems to be expressing confidence that the S&P 500 won’t drop more than 6% through [...]

July 14, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $12.32 -2.14%

VIX Jul and Aug 15 calls are among today’s most actives. The index is down .16 to 12.43 today, but up more than 2 points off the 7-year lows set before the July 4 holiday weekend. The top trade in the VIX pit is a Jul – Aug 15 call spread for 65 cents, 20000X, [...]

July 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.79 -1.59%

Opening action in VIX upside call options. The index is down .18 to 11.80 after a two-day 16% spike off Friday’s 7-year lows. A 44600-lot of Sep 17 calls on the volatility index trades for 84 cents when the market was 75 to 85 cents. Then, another 40,000 traded for 84 cents. More than 91,000 [...]

July 9, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $12.40 +9.44%

Massive 3way spikes CBOE VIX index option volume to triple normal. With VIX up more than a point to 12.50 as the broad market sells off, a trader bought 145K July 13 puts against a sale of 145K 16-20 call spreads, paying a net 82cents (near $12M). Appears to close part of the largest position [...]

July 8, 2014 | 0 Comments More

CBOE S&P 500 Short Term Volatility (.VXST) $10.24 +19.91%

Big morning spike in the SPX Short-term Volatility Index. VXST is up 1.59, or 18.6%, to 10.13. No options flow on the index yet and the largest block of open interest in the product is 2,005 Weekly (7/16) 22 call options.

July 7, 2014 | 0 Comments More

.RUT Index (.RUT) $1172.15 -0.45%

Big spread in the Small Cap index. The Russell is down 5.8 points to 1177.70 and the Weekly (6/27) 1145 – 1155 put spread on the index is sold at 8 cents, 42000X. The opening position is probably expressing the view that the index will hold above 1155 (-1.9%) through the expiration. At that point, [...]

June 26, 2014 | 0 Comments More
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