All Indexes

.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

CBOE Volatility Index (.VIX) $21.11 +0.76%

Large buyer of CBOE VIX calls that expire tomorrow morning. The index is off .45 to 20.5 after an early dip to 19.78. On the options front, an 8370-lot Jan 20 calls on VIX trades for 75 cents and then a 71630-lot was bought for 80 cents per contract. It might be closing. 84,347 traded [...]

January 20, 2015 | 0 Comments More

Mini SPX (.XSP) $205.23 -0.48%

Big trade in the Mini-S&P 500 Index. XSP is down 95 cents to $205.96 and an investor is apparently selling 16,743 Jan 188 puts on the index at a nickel and bying 20,165 Mar 192 puts for $2.48. The action probably rolls a portfolio hedge to March from Jan, and up four strikes.

January 9, 2015 | 0 Comments More

.NDX Index (.NDX) $4126.90 -0.82%

Nasdaq put spread opens $1.8 Billion notional position. Initiator sold the Jan 3850-3875 put spread 45000x for 70cents, outright, with DePaola Trading handling the order on the Amex. NDX put volume was heavy yesterday as well, with Fred Ruffy noting a closing buyer of 21K Jan 3925-3975 put spreads for 4.25. That position had been [...]

January 6, 2015 | 0 Comments More

.NDX Index (.NDX) $4161.00 -1.64%

Put spreads in the index market late-Monday. The NASDAQ 100 Index finished the day down nearly 70 points to 4160.96 and a buyer opens the Jan 3925 – 3975 put spread on the index for $4.25, 21000X. SPX, which shed 37.62 to 2020.58 is seeing interest late today as well, with a buyer apparently paying [...]

January 5, 2015 | 0 Comments More

.NDX Index (.NDX) $4288.40 -0.56%

New position in the NASDAQ 100 Index. NDX is off 26 points to 4286.6 and the Jan 3925 – 3975 put spread on the index is sold at $1, 23000X. The action seems to be expressing confidence that the NASDAQ 100 will hold above 3975 through the Jan expiration, or not suffer a decline greater [...]

December 30, 2014 | 0 Comments More

S&P 500 Index (.SPX) $2085.10 -0.26%

Massive position opened in SPX options. With the S&P off 7 points to 2083.57, the Jan 1915 – 1940 put spread on the index is sold at 50 cents, 55000X. The new position seems to be expressing confidence that SPX won’t drop below 1940 through the Jan expiration, which represents a 6.9% market decline over [...]

December 30, 2014 | 0 Comments More

Mini SPX (.XSP) $208.57 +0.35%

Big print in the mini-S&P Index. XSP is up .7 to 208.55 after the S&P gained 7 points to record highs and a 19000-lot of Feb 199 puts on the pint-sized index trades for $1.99 when the market was 1.89 to 1.99. It opens the largest block of open interest in the product and is [...]

December 23, 2014 | 0 Comments More

S&P 500 Index (.SPX) $2071.75 +0.05%

Big combo in the SPX pit. With the index up 2.45 to 2073.10 and back within striking distance of record highs, the Feb 1860 – 2150 bullish risk-reversal on the S&P 500 is bought for $1.70, 39000X. It probably covers a position opened more than a month ago when the same strikes were opened 44,000X. [...]

December 22, 2014 | 0 Comments More
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