All Indexes

.RUT Index (.RUT) $1110.50 +1.93%

Big spread in the small cap index. With RUT up 22.40 to 1111.90, the expiring Weekly (10/24)1140-1160 call spread on the index is sold at a nickel, 25000X. The opening position is probably expressing the view index won’t recapture 1140 (2.5%) before the spread expires.

October 23, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $16.07 -10.07%

Active trading in the VIX pit continues, with more than a half million contracts traded through midday. Calls outpace puts nearly 3:1 and 85% of the flow is in the front-month November term. Some players are likely replacing positions that expired yesterday after the October settlement for VIX options (VRO) was 15.92. While that was [...]

October 23, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $16.20 -9.35%

VIX draws a three-way spread. The index is off 1.84 to 16.03, as the rollar coaster ride contines Thursday, and one investor is apparently selling 9000 Nov 14.5 puts on VIX at 43 cents to buy 9000 Nov 21 – 27 call spreads for 61 cents. The 3-way has traded 15000X today and, if opening, [...]

October 23, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $16.74 -9.85%

Busy day in the VIX pit on the last day to trade the October contract. 725,000 puts and calls traded on the index and nearly two-thirds (65%) of the flow is in the expiring October term. Indeed, the first half of October was a wild month with VIX jumping to multi-year highs north of 31 [...]

October 21, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1862.49 -0.81%

Wild ride drives record option volume. 32.5 million contracts traded today as the broad market sold off nearly 3% by 1:30PM ET and later regained much of the lost ground to end down 0.8%. Puts led calls nearly 5:4, the second highest P/C ratio of the year, following Mondays 1.4. Total premium trading today exceeded [...]

October 15, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $26.52 +16.37%

Another busy morning in the VIX pit with the index moving north of 28 for the first time since Dec 2011. The index is now up 4 points to 26.79 and 625K options contracts already traded on the index. Nearly three-quarters (465K) is on the call side of the options chain, being led by Oct [...]

October 15, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $22.29 -9.54%

Big print in the VIX pit. With the index moving off 2-year highs and down 2.18 to 22.46, an investor sells a 150,000-lot of Nov 20 calls on the index at $2.55. It probably closes from mid-Sept when the same calls were bought for 83 cents. The flow was rolling out of Oct 16 calls [...]

October 14, 2014 | 0 Comments More

CBOE Volatility Index ($VIX) $22.10 +4.05%

Surging put volume in the first hour. 4.10 million contracts have traded across the exchanges, which compares to 2.5 million contracts of call activity. The total put-to-call ratio is therefore at an exteme of 1.6 after finishing Friday at 1.14. Including today, the total PC ratio has been greater than 1.0 in nine of the [...]

October 13, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $20.98 +11.83%

Active trading in the VIX pit as the index recaptures the 20 level into the close. VIX hit a 52-week high of 22.06 earlier today before easing into midday, but is higher again after the S&P 500 sold off in the final hour. With VIX up 2.14 to 20.92, October calls on the index are [...]

October 10, 2014 | 0 Comments More

.RUT Index (.RUT) $1067.30 -2.06%

Big spread in the small cap index. The Russell is off 25.8 points to 1063.90 and an investor is apparently selling the Weekly (10/10) 1035 – 1045 put spread on the index at 7 cents, 25000X, and 8 cents, 25000X. The new position seems to be stating confidence that the index wont fall another 18.9 [...]

October 9, 2014 | 0 Comments More
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