All Indexes

CBOE Volatility Index (.VIX) $13.04 -4.75%

Active trading in the VIX pit today led by a strangle buyer. With the index down .66 to 13.03, paper buys Mar 14.5 puts and May 20 calls on the index, paying 2.20, 15000X. The same thing traded again for 2.20, 67380X. More than 90,000 contracts now changed hands in both strikes and the new [...]

February 25, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $16.11 +5.36%

VIX Mar 20 – 23 call spread for 47 cents, 18477X. Looks like a buyer. VIX is up .91 to 16.20 today and has been chopping around aimlessly in recent days after closing at 2015 lows of 14.69 a week ago. Volumes in the VIX pit remain light, even as the Feb contract came off [...]

February 20, 2015 | 0 Comments More

DJ Industrial Average (.DJX) $180.12 +0.22%

25000-lot of Mar 175 puts on the Dow Jones Industrials is possibly closing. The index is moving north of 180 Friday after the Dow recaptured the 18,000 level. 25000 Mar 175 puts on the index traded at a VWAP of $1.42. The flow appears to be buyer-initiated and maybe covering positions opened on 2/4 and [...]

February 13, 2015 | 0 Comments More

.NDX Index (.NDX) $4225.30 -0.73%

Repeat activity in the NASDAQ 100 Index. NDX is off 39.50 to 4216.7 and an investor sells Feb 3900-3850 put spreads on the index and Feb 3875-3825 put spreads, collecting $2 on the four way, 12255X, to open. It’s similar to a spread opened a couple of weeks ago, when an investor was selling 2/6 [...]

February 6, 2015 | 0 Comments More

S&P 500 Index (.SPX) $2061.73 -0.04%

Big prints in the S&P 500 Index pit as the index gives up early gains. SPX is off .58 to 2061.94 and a Weekly (3/6) 1880 – 1900 put spread on the index is bought for $1.15, 24000X. The hefty position is probably a portfolio hedge. The best payout from the spread happens is the [...]

February 6, 2015 | 0 Comments More

DJ Industrial Average (.DJX) $178.47 -0.21%

Mar 175 puts on the DJ Industrial Index are drawing interest for a second time this week. DJX, which equals 1/100th of the industrial average, is off .4 to 178.45 after the Dow gave up early gains and is down 40 points. Mar 175 puts on the index traded this morning for $2.40 and 2.45 [...]

February 6, 2015 | 0 Comments More

.RUT Index (.RUT) $1186.00 -0.21%

Big spread in the Small Cap Index looks like a closer. With the index down 4.25 to 1184.25, the Weekly (2/6) 1010 – 1030 put spread on the Russell is bought for a nickel, 25000X. It probably offsets a position sold-to-open 33,000X a couple of weeks ago at 50 cents. The investor was selling the [...]

February 4, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $16.75 +2.13%

Big put buyer in the VIX pit Friday morning. The index is up .32 to 16.72 after a 12.7% skid yesterday and 140,000 VIX Feb 14 puts on the index are bought for 17.5 cents per contract. One player purchased 200,000 total and volume at that strike is now 222,400 against 86,180 open interest. The [...]

January 23, 2015 | 0 Comments More

.RUT Index (.RUT) $1156.25 -0.92%

Big prints in the Small Cap Index. The Russell is down 10.90 to 1156.10 and an investor sells Weekly (2/6) 1020 and 1030 puts on the index and buys Weekly (2/6) 1000 – 1010 put spreads, collecting 90 cents, 33000X (or selling the 1030 – 1010 and 1020 – 1000 put spreads). The new position [...]

January 20, 2015 | 0 Comments More

.NDX Index (.NDX) $4132.10 -0.24%

New positions in NASDAQ 100 Weekly (2/6) puts. An investor sold 12,400 Weekly 3750-3700 puts spreads at $1 and 12,400 Weekly 3725 – 3675 put spreads at $2. All four legs open and $3 was collected on the package. The new position seems to be expressing confidence that the index will hold above 3750 through [...]

January 20, 2015 | 0 Comments More
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