All Indexes
CBOE Volatility Index (.VIX) $13.08 +3.48%
CBOE Volatility Index (.VIX) is ticking up .41 to 13.05 and not far from this morning’s settlement print of 13.07. An interesting options trade on the index today is May 18 – 25 call spread bought for $1.035, 113,000X. The hefty premium purchase probably replaces upside calls that expired worthless today. The largest open interest [...]
CBOE Volatility Index (.VIX) $12.88 +1.90%
VIX OFFICIAL SETTLEMENT: 13.07. About 120,000 SPX options printed in the opening special settlement.
WhatsTrading.com Options Recap — 02/12/2013
Market action is mixed and lacking conviction Tuesday. With no economic data to guide trading, the tone has a wait-and-see feel ahead of Obama’s State of Union address this evening and Retail Sales tomorrow morning. A handful of consumer names, like Coke, Avon, and Goodyear Tires, were out with earnings this morning. The results failed [...]
CBOE Volatility Index (.VIX) $14.25 -0.49%
CBOE Volatility Index (.VIX) drifts down .02 to 14.30 after rallying about 15 percent, or 1.89 points, off the 5-year lows of 12.43 set on 1/22. Interesting options trades on the index today include an Apr 20 – 25 call spread on VIX, bought for 70 cents, 150000X, to open. The position seems to reflect [...]
WhatsTrading.com Options Recap — 01/30/2013
Stock market averages have pulled back a bit on disappointing economic news and after Fed officials maintained their pledge for additional bond purchases. Early economic news showed Gross Domestic Product unexpectedly declining at an annual rate of .1 percent in Q4. The decline marks the first quarter of contraction in several years and dumfounded, befuddled, [...]
WhatsTrading.com Options Recap — 01/29/2013
A weak reading on consumer confidence and a disappointing round of earnings from the tech sector failed to halt the stampede Tuesday. Pfizer (PFE) is up 3.4 percent and helping to lead the Dow Jones Industrial Average to a 75-point gain on the heels of its earnings report. Valero (VLO), Eli Lilly (LLY), and CIT [...]
S&P 500 Index (.SPX) $1494.71 -0.01%
Houston, we have volume. Total volume across the exchanges is projected to be nearly 21 million contracts and well above the recent daily average of 15.4 million. The increase is being seen across a wide range of products, including both equity and ETF options. VIX Feb 16 calls have already been highlighted and are the [...]
Well-timed Call Buyer Hits VIX Options
CBOE Volatility Index (.VIX) is finally showing signs of life after the S&P 500 made a stab at the 1500 level, but faltered after hitting 1502.27 and dropped more than 10 points from its best levels. VIX is up .88 to 13.34 and one player paid 50 cents, then 52.5 cents, then 55 cents for [...]
WhatsTrading.com Options Recap — 01/18/2013
Stock market averages slipped at the open following a round of mixed earnings reports and on the heels of disappointing reading on consumer sentiment, but news that Republicans are trying to push back the deadline for the debt limit to mid-April seemed to bolster sentiment midday. Intel (INTC) is down 6.9 percent and easily the [...]
S&P 500 Index (.SPX) $1478.59 -0.16%
Total SPX index option open interest is currently 11.65million contracts, but 2.93M of those expired this morning, so open interest is expected to be near 8.8 million contracts next Tuesday, which is the lowest January level since 2008 when SPX was nearly the same level as today and VIX was near 23. As the subprime [...]
