All Indexes

CBOE Volatility Index (.VIX) $17.85 +10.05%

VIX sees heavy volume. The index is above 17 for the first time in more than a month and 1.7 million contracts traded in the VIX pit. Some of the flow is probably expiration related because the March options expire on Wednesday. The biggest trade, however, is a May – Jul 20 call spread on [...]

March 14, 2014 | 0 Comments More

.RUT Index (.RUT) $1167.40 -1.42%

Big print in the small cap index. The Russell is down 17.10 to 1167.10 and an investor is selling the Mar 1085 – 1095 put spread on the index at 13 cents, 41000X. It’s opening and probably based on the premise that .RUT is not likely to drop another 72 points, or 6.2%, by the [...]

March 13, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.74 +3.80%

VIX draws another hefty call spread. The index is up .49 to 14.69 after hitting morning lows of 13.84. In recent options action, an investor bought the April 18 – 25 call spread on VIX for 72 cents, 40000X. Total volume is on the light side, with 405K calls and 122K puts traded in the [...]

March 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.48 +2.62%

Higher volumes in the VIX pit. The index hit a morning high of 15.28, but is now up just .37 to 14.48 after the S&P 500 pared more than half of its morning losses. After seeing diminishing activity throughout much of last week, roughly 491,000 calls and 231,000 puts traded on the index Monday. One [...]

March 10, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.12 -0.63%

Higher call volume in VIX. After several days of quiet action in the VIX pit, a Mar 17 – 20 call spread trrades on the index for 32 cents, 30000X. Looks like a buyer. Both contracts now traded 80K. The March expiration is now two weeks away and the March contract on VIX expires the [...]

March 7, 2014 | 0 Comments More

.RUT Index (.RUT) $1164.30 -0.93%

Hefty put spread in the Russell 2000 Small Cap Index. The Russell is down 11.10 points to 1164.10 and a Mar 1050 – 1060 put spread is sold on the index at 25 cents, 47500X. It’s a new position and perhaps being opened today on the premise that the index isn’t likely to tumble more [...]

March 3, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $16.01 +14.36%

Higher volumes in VIX. After slow trading throughout much of last week, activity is picking up after the index added 2.13 to 16.13. In fact, VIX March 16 calls are today’s most actively traded options contract. 152,950 contracts have changed hands. The flow includes a morning seller of up to 40,000 contracts at $1.225 and [...]

March 3, 2014 | 0 Comments More

.RUT Index (.RUT) $1154.10 +1.17%

Short-term call spread on the Russell. The index is up 13.47 points to 1162.54 and the investor is apparently collecting a nickel on the Feb 1175 – 1185 call spread, 41630X. More than 50K traded on the day and the activity is opening – probably on the premise that the index isn’t like to rally [...]

February 20, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $15.62 +12.62%

VIX continues to attract call buyers. The index is up 1.61 to 15.48 and near session highs after the S&P 500 reversed more gains. SPX is now down 13.4 points heading into the close and 20 points off session highs. Some members of the financial media are pointing the blame on political unrest in the [...]

February 19, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.67 +5.77%

Higher call volume in the VIX pit. Roughly 455,000 calls and 87,000 puts on the index so far. One noteworthy trade was a buyer of 40000 Mar 16 – 26 call spreads on the index for 77 cents. It might be opening to replace something in February that has expired. This morning’s settlement print for [...]

February 19, 2014 | 0 Comments More
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