All Indexes

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

CBOE Volatility Index (.VIX) $13.79 +0.00%

Big three-way in VIX options on expiration Wednesday. The index is up 1.70 to 15.49 and session highs. An investor sells 22.6K Sep 16 straddles on VIX at $3.13 and buys 22.6K Sep 24 calls for 53c. If opening, the spread seems to be expressing the view that the index could hold around these levels [...]

August 19, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $13.71 +0.00%

Sizable three-way spread in VIX August options is maybe closing a position from last week. On 8/3, 100K Aug 12.5 puts on the volatility index were sold to buy Aug 16 – 18 call spreads, for 3c on the package, 100000X. The index was near 12 and at the lower end of the 2015 range [...]

August 12, 2015 | 0 Comments More

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

Big spread in the small cap index. The Russell is down 12.2 points to 1200.40 and the Weekly 1155 – 1165 put spread on the index trades at 15c, 25000X. 36K traded on the day and the new position seems to be a premium seller, expressing confidence that the index won’t drop more than 3% [...]

August 11, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $13.39 +0.00%

Quiet day in CBOE VIX options as ratio spread is rolled from September to October in size. Index near 12.50 and largest trade is a 1×2 call spread swap as a trader sells the Sep 16-22 1×2 to buy the Oct 15-21 1×2 for a net debit of a dime. 70K have traded so far, [...]

August 10, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.12 +0.00%

Impressive spread in the VIX pit Monday morning. The index is up .29 to 12.41 after revisiting the lower end of the 2015 range last week. An investor appears to be selling Aug 12.5 puts on the index to buy the Aug 16 – 18 call spread, paying 3c, 70000X. The spread has traded 100000X [...]

August 3, 2015 | 0 Comments More