All Indexes

Mini SPX (.XSP) $208.57 +0.35%

Big print in the mini-S&P Index. XSP is up .7 to 208.55 after the S&P gained 7 points to record highs and a 19000-lot of Feb 199 puts on the pint-sized index trades for $1.99 when the market was 1.89 to 1.99. It opens the largest block of open interest in the product and is [...]

December 23, 2014 | 0 Comments More

S&P 500 Index (.SPX) $2071.75 +0.05%

Big combo in the SPX pit. With the index up 2.45 to 2073.10 and back within striking distance of record highs, the Feb 1860 – 2150 bullish risk-reversal on the S&P 500 is bought for $1.70, 39000X. It probably covers a position opened more than a month ago when the same strikes were opened 44,000X. [...]

December 22, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $20.06 -4.84%

Heavy early activity in CBOE VIX calls. 150K contracts have traded in the opening half hour, versus 38K puts, as the index whips around the 20 handle after Friday’s multi-month high close of 21.08. Jan 30 calls lead the most actives with a block of 45K crossed electronically at 94cents, possibly closing part of the [...]

December 15, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $20.58 +2.49%

High volume in the VIX pit as the “fear guage” moves to 21 for the first time since 10/20. The index is a far cry from the levels at the close of tading last week, when the index sat at 11.82. On the options front, the top trades in VIX options appear to be a [...]

December 12, 2014 | 0 Comments More

.RUT Index (.RUT) $1166.83 +0.88%

Big spread in the small cap index. With the Russell up 9.7 points to 1166.30, an investor is apparently collecting 7 cents for the Dec 1230 – 1240 call spread on the index, 57000X. The new position is probably being opened on the view that the Russell 2000 will not rally beyond 1230, or 5.5%, [...]

December 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.72 -5.33%

Big week for VIX puts. 175K VIX Dec 11.5 puts were bought this morning for a nickel, opening a new position that expires in 12 days while the index notches its 4th straight down-day to current level near 11.60, the lowest reading since September. While calls typically dominate VIX flow (average put/call is 0.4 this [...]

December 5, 2014 | 0 Comments More

.RUT Index (.RUT) $1172.70 +0.88%

Big prints in the Small Cap Index as an investor opens a spread in the 12/5 Weeklys. With the index up 11 points to 1173.5, the Weekly 1210 – 1220 call spread on the Russell is sold at a nickel, 53,610X. The new position seems to be expressing the view that the index won’t be [...]

December 3, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $13.35 -6.58%

Massive purchase of short-term downside VIX puts. Buyer paid 9c for 50K Dec 12.5 puts early in the day when Dec futures were near 14.90, and finished up with 100K for 13c as futures traded near 14.75. Opens a large position that expires in 15 days. .

December 2, 2014 | 0 Comments More

.RUT Index (.RUT) $1159.30 -0.65%

Big spread in the Small Caps seems to be expressing confidence in US equities for the next 17 days. With the Russell down 11.11 points to 1162.11, the Dec 1050 – 1070 put spread on the index is sold at 55 cents, 43,438X. More than 57000 traded on the day and the new position is [...]

December 1, 2014 | 0 Comments More

S&P 500 Index (.SPX) $2040.27 +0.02%

Huge combo in the S&P 500 pit. With the the index up 1.18 to 2041 and, at this rate, on track for its fifth consecutive session of moving less than 2 points for the day, the Feb 1860-2150 bearish risk-reversal on SPX is bought for $9.40, to open (hearing a possible account swap or maybe [...]

November 17, 2014 | 0 Comments More
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