All Indexes

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

CBOE Volatility Index (.VIX) $11.56 -4.30%

VIX draws a noteworthy call spread. The index hit a morning low of 11.40 and is down .52 to 11.56. An Aug 14 – 18 call spread on VIX trades for 47 cents, 23350X. Looks like a buyer and maybe a new position to replace one in the July term that will expire in two [...]

July 14, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1978.26 +0.54%

Big print in the SPX pit late Friday. The S&P was up 2.89 points to 1,967.57 for the day and the Weekly (8/1) 1825 – 1850 put spread on the index was sold-to-open at 55 cents, 75000X. The new position seems to be expressing confidence that the S&P 500 won’t drop more than 6% through [...]

July 14, 2014 | 0 Comments More

S&P 500 Index (.SPX) $1977.10 +0.48%

Big print in the SPX pit late Friday. The S&P was up 2.89 points to 1,967.57 for the day and the Weekly (8/1) 1825 – 1850 put spread on the index was sold-to-open at 55 cents, 75000X. The new position seems to be expressing confidence that the S&P 500 won’t drop more than 6% through [...]

July 14, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $12.32 -2.14%

VIX Jul and Aug 15 calls are among today’s most actives. The index is down .16 to 12.43 today, but up more than 2 points off the 7-year lows set before the July 4 holiday weekend. The top trade in the VIX pit is a Jul – Aug 15 call spread for 65 cents, 20000X, [...]

July 11, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $11.79 -1.59%

Opening action in VIX upside call options. The index is down .18 to 11.80 after a two-day 16% spike off Friday’s 7-year lows. A 44600-lot of Sep 17 calls on the volatility index trades for 84 cents when the market was 75 to 85 cents. Then, another 40,000 traded for 84 cents. More than 91,000 [...]

July 9, 2014 | 0 Comments More
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