The bearish underlying tone continues Thursday and trading in the options market is brisk heading into-expiration Friday. 4 million calls and 5.3 milllion puts traded in the first two hours. The projected volume of 9.8 million calls and 12.9 million (register to read more …) [...]

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CBOE Volatility Index (.VIX) ticks .24 points higher to 18.70 and is now drifting below this morning’s settlement value of 19.06, which was up substantially from the 14.55 seen at the March expiration. Meanwhile, 116,000 calls and 20,000 puts traded (register to read more …) [...]

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CBOE Volatility Index (.VIX) jumps 1.93 to 20.74 to reclaim the 20 “psyche” level after an 8-day 34 percent surge. Spiking bond yields in Spain and Italy, along with sharp losses across European equity markets, are being blamed for today’s (register to read more …) [...]

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CBOE Volatility Index (.VIX) loses .27 to 15.23 on a light volume session, with about 8.3 million contracts traded across the exchanges so far. Volume is about 80 percent the normal levels and there are very few big prints to (register to read more …) [...]

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VIX loses .32 to 15.25 and it looks like a May 29 – 35 (1X2) call ratio spread is initiated on the index at 12.5 cents, 24000X. Open interest is sufficient to cover in both contracts, but if opening, the (register to read more …) [...]

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It’s been a busy day in the VIX pit today. The index hit a morning low of 14.19 and is now off .58 to 15. A noteworthy trade today is 50,000 VIX Apr 28 calls sold at 60 cents per (register to read more …) [...]

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VIX hit 15.23 today? It’s back up to 16.34, but the VIX June futures are around 25.5 and September is 28. Very steep term structure in SPX options. Recall that Friday, we discussed the big buyers of Apr 19 puts (register to read more …) [...]

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CBOE Volatility Index (.VIX) is off .87 to 17.08 and in the midst of a three-day 18.2 percent slide. Like yesterday, the top trade in VIX options is a buyer of Apr 19 puts. 16,000 were bought yesterday for 77.5 (register to read more …) [...]

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CBOE Volatility Index (.VIX) fell to multi-month lows of 16.1 Friday morning and was recently down .77 points to 17.10. Trading in the VIX pit is very busy today and included some sizable blocks. One noteworthy trade is a Feb (register to read more …) [...]

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VIX dips below the 20 “psyche” level for the first time since late-July. The index is down 1.16 to 19.73 and has tumbled 15.8 percent from the highs seen yesterday, when a January settlement value of 23.64 printed Wednesday morning. (register to read more …) [...]

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