All Indexes

CBOE Volatility Index (.VIX) $13.86 +0.07%

Call options on CBOE Volatility Index are the most actives again today. Jun 17, Jun 23, Jul 17 and Jul 23 call options were the most actively traded options contracts across the market yesterday after an investor rolled a large 1X2 call ratio spread to the July from the June term. VIX is flat at [...]

May 12, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $13.21 +2.72%

Heavy call volume in the CBOE Volatility Index trading pit as the index adds .33 to 13.19. Roughly 1.3M calls and 63K puts traded on VIX so far. One large options package accounts for two-thirds of the call volume, as 180K Jun 17 – 23 (1X2) call ratio spreads and 180K Jul 17 – 23 [...]

May 11, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.91 -14.67%

Largest trade of the morning is a vertical call spread in CBOE VIX. Initiator sold 75K May 16-21 call spreads for 32c this morning as May futures traded near 14.60. Likely closes a position opened on April 27 when a buyer paid 44c for similar size as futures traded near 14.50

May 8, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $15.66 +3.37%

Nearly100K calls already traded in options on CBOE Volatility Index. The index is up .28 to 15.43 after a jump to one-month highs of more than 16 intraday Wednesday, It appears that a buyer paid 60c for 26.4K May 20 calls on VIX shortly after the opening bell today. 35.6K traded total. May 17 and [...]

May 7, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $13.46 +8.46%

Heavy activity in VIX May 20 calls. Buyer paid from 36 to 40c for 50K contracts early in the day as May futures traded near 14.80 early in the day, with another 25K trading a bit later at 40c, bringing total to 75K. Premium outlay is near $3M and the flow may close part of [...]

April 29, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.67 +3.09%

Early options action in the VIX pit. The index is up .34 to 12.63 after falling to 2015 lows late last week. A May 16 – 21 call spread on the volatility index trades for 55 cents, 27755X. Hearing it is a buyer and, if opening, maybe to hedge the risk of increasing volatility in [...]

April 27, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.89 -2.72%

Big print in the VIX pit. The volatility index is off .28 to 12.97 and paper bought nearly 100000 May 12.5 puts on VIX for 9 cents per contract. The new position will expire in 27 days and seems to be expressing the view that the index might fall below 12.5 (12.41 expiration breakeven) through [...]

April 22, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $14.16 +12.38%

Deep out-of-the-money calls on VIX are seeing some interest. The index is up 1.56 to 14.16 and a 13,000-lot Sep 50 calls on the volatility index is being opened for 28 cents when the market was 20 to 30 cents. The second biggest block of options in the VIX pit is a 12400-lot of Aug [...]

April 17, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $13.89 -0.36%

Megablock of VIX calls likley closes shor-term loser. Initiator sold 100K April 13 puts for a nickel today, likely closing the 11c purchase made last Friday for a 6c ($600K) loss.

April 14, 2015 | 0 Comments More

CBOE Volatility Index (.VIX) $12.84 -1.91%

Big print in VIX as the index trades at the lower end of the 2015 range. The volatility index is off .26 to 12.83 and 91,900 Apr 13 puts trade for 11 cents, after an 1100-lot printed for 10 cents – electronically. It appears to be a buyer and maybe an investor is opening the [...]

April 10, 2015 | 0 Comments More
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