All Indexes

CBOE Volatility Index (.VIX) $27.80 +0.00%

VIX Dec 37.5 calls are the most active options across the market through midday. The index is off 2.52 to 25.28 after a 2.19-point spike Friday before the long weekend. One player sells 65K Dec 37.5 calls on the volatility index at $1.15 per contrract. The position is opening and untied. It suggests a view [...]

September 8, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $26.09 +0.00%

Put spread buyers driving heavy volume as CBOE VIX index slips below 25. Nearly 135K puts have traded in the opening 30 minutes of trading as spot VIX dips below 25 for the first time in a week and much of the flow involves the Sep 19-20 put spread, where a buyer has paid 17c [...]

September 3, 2015 | 0 Comments More

S&P 500 Index (.SPX) $1972.18 +0.00%

Ominous block of downside puts hits the tape in SP500 index options with futures near low of the day. 80K Sept. 11th 1350 puts were crossed late in the day as September futures traded near 1905, opening a massive new position struck nearly 30% out of the money, expiring in ten days. Executing broker said [...]

September 1, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $36.02 +0.00%

CBOE VIX options see fourth day of volume well over a million contracts with more ratio spreads closed for huge gain. 1×2 trader was back today in a continuation of flow noted Tuesday when about 140K Oct 15-21 1×2 spreads were sold to close near $1.02 as Oct futures traded near 20.90. Trader had great [...]

August 26, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $40.74 +0.00%

Buyer in VIX Sep 13.5 put pays 15c for 50K contracts as VIX spot slides 8 points. With VIX spot heading back to earth and September futures near 21.80 a customer paid 15c for 50K Sep 13.5 puts, possibly closing some of the 144K open at the strike. Similar size was opened several weeks ago [...]

August 25, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $28.03 +0.00%

Ratio call spread trader finally hits the jackpot and takes some chips off the table. After a brief spike above 52 this morning the index is now approaching the lowest levels of the day near 31 and the ‘VIX Whale’ appears to be closing at least part of the massive VIX ratio call spread that [...]

August 24, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $28.03 +0.00%

Wide SPX quotes and underlying halts delay CBOE VIX Index cash print for nearly 30 minutes while VIX options and futures open on-time. First print of the widely watched VIX spot did not hit the tape until just before 10AM ET, with floor sources pointing out that early action in SPX options, which are used [...]

August 24, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $19.14 +0.00%

VIX spikes to session highs on surging options volume. The index is up 7.63 to 26.77 and its highest levels since October 2014. 872K calls and 435K puts traded on the index, which is about double the normal levels. Total options volume across all underlyings is projected to be 37.5M for the day and the [...]

August 21, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $15.25 +0.00%

Active trading in the VIX pit as the index notches one-month highs Thursday. The index is up 2.84 to 18.09 and the top options trade on VIX today is a 50K block of Sep 27 calls for 51c. It’s opening and likely replacing a position in August options that expired yesterday. Also in VIX options [...]

August 20, 2015 | 0 Comments More

.NDX Index (.NDX) $0.00 +0.00%

Notable spread in the NASDAQ 100. With the index down 102 points to 4408.90, the Aug 28th Weekly 4125 – 4175 put spread on NDX trades at 70c, 9000X, on ISE. A customer sold the spread to open, according to ISEE data, and the short spread is expressing confidence that NASDAQ 100 won’t fall 5.3% [...]

August 20, 2015 | 0 Comments More