All Indexes

CBOE Volatility Index (.VIX) $12.16 -0.41%

VIX is off .10 to 12.11 and seeing repeat spread trading. The Oct 16 – Jan 20 call spread on the volatility index trades at 20 cents, 31600X. The same thing was opened 140000X yesterday (see 8/19 color).

August 20, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.99 -2.68%

Active trading in the VIX pit on the last day to trade August options on the index. 592,000 calls and 212,000 puts so far. The top trades are not in the August term, however, as an investor sold the Oct 16 – Jan 20 call spread on the volatility index at 27 cents, 147000X (sold [...]

August 19, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $13.82 -12.37%

A couple of big call spreads in the VIX pit. With the index down 1.92 to 13.85, the VIX Nov 21 – 30 call spread trades at 76 cenbts, 29000X, and might a seller closing a position. 8 minutes later, a Dec 21 – 29 cs on the volatility index trades for 80 cents, 40000X. [...]

August 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.13 -10.40%

VIX down 1.67 points to 14.10 and near session lows. The index has lost more than 10% with the S&P 500 up 8.88 points to 1940.47. If the pattern continues into the close, today would be the first time VIX falls more than 10% with the S&P 500 up less than .5% (first time since [...]

August 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $16.35 -3.08%

Opening activity in VIX August puts. The index is off .55 to 16.32 on a morning of choppy market action and more than 40K of the Aug 14.5 puts traded on VIX against 10,589 in open interest. Looks like a buyer was paying 64 and 65 cents per contract and the new position comes 13 [...]

August 6, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1929.86 +0.24%

SPX spread selling. The S&P 500 is up 4.42 pionts to 1,929.57 and the Weekly *8/22* 1750 – 1775 put spread on the index is sold at 55 cents, 25000X. 86,000 traded on the day and the new position seems to be expressing confidence that the S&P 500 won’t sink more than 9.3% over the [...]

August 4, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $17.28 +1.95%

VIX spikes above 17 for the first time in months and the total put-to-call ratio of 1.09 is the highest since 4/11. Trading is active at 6.2 million calls and 6.7 million puts through 12:30.

August 1, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $15.59 +16.95%

After a stretch of lackluster volume, trading activity is picking up in the VIX pit. Less than 200,000 puts and calls traded on the index Monday and 207,000 on Tuesday. Yet, 443,000 calls traded on the ‘fear gauge’ yesterday and call volume has already topped 550K today. The top trade is a Dec 21 – [...]

July 31, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $14.74 +34.00%

VIX moves up 3.43 points to session highs of 14.43. VIX is at its best levels since May 7 as the S&P 500 sees a second leg lower on Al Jazeera headlines that Israel has started a ground offensive in Gaza. The S&P 500 is down 20.01 points, session lows, and on track for its [...]

July 17, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.38 -4.85%

Active trading in the VIX Pit. 389,000 calls and 120,000 puts so far. 72% of the activity is in the August term, as players open positions to replace July options that expired today. 2.85 million calls were out of the money after the settlement print of 11.03 – the lowest since Feb 2007. VIX hit [...]

July 16, 2014 | 0 Comments More
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