SPX

Light Volume Lifts SPX to Records. VIX Drops Almost 30% in Q1

VIX drops .37 to 12.78 as the S&P 500 appears poised to take out its Oct 2007 record closing high of 1,565.15. With 20 minutes left to trade, the S&P is up 5.20 points to 1,568.06. Volume in the index market is slowing heading into the three-day weekend and projected to be 1.1 million contracts [...]

March 28, 2013 | 0 Comments More

CBOE Volatility Index (.VIX) $12.41 -8.55%

VIX drops 1.11 to 12.46, as the S&P 500 adds 7.90 to 1564.79 and new multi-year highs in early-action Monday. The S&P is once again within striking distance of record levels at 1565.15 from Oct 2007. Recent options trades on the volatility index include an Apr 20 – 25 calls spread, sold for 20 cents, [...]

March 25, 2013 | 0 Comments More

S&P 500 Index (.SPX) $1283.89 -2.02%

Trading is heavy in the S&P 500 pit today, as the index trades down 25 points to 1285.33. Volume through midday is 483,000 puts and 158,000 calls. The projected volume is 1.2 million contracts and about 50 percent more than the recent daily average for SPX. June 1200 puts are the most actives, with put [...]

June 1, 2012 | 0 Comments More

Put/Call Ratio Leaders* as of 3:00 PM

Symbol Name Puts Calls RealTime P/C Avg P/C TXI Texas Industries Inc 3,592 50 71.84 1.10 MCO Moodys Corp 3,795 143 26.54 0.78 OCR Omnicare Inc 2,919 157 18.59 1.64 PWR Quanta Services Inc 10,708 657 16.30 1.11 HRB H and R Block Inc 3,873 262 14.78 1.26 VPHM ViroPharma Inc 2,646 269 9.84 0.97 [...]

January 18, 2012 | 0 Comments More

CBOE Volatility Index (.VIX) $22.58 -2.76%

A significant number of options on the volatility index are expiring worthless after the index settled at 21.36 for the Dec expiration and below today’s lowest reading in the spot index, which is 21.87. VIX settled 36 percent below the levels seen at the previous expiration, when the settlement value was 33.36. The largest open [...]

December 21, 2011 | 0 Comments More

S&P 500 Index (.SPX) $1263.15 +1.52%

The S&P 500 index (.SPX) is up 18 points to 1,262.28 and adding to last week’s 7.4 percent surge Monday morning. Early options flow in the SPX pit includes a Dec 1220 – 1240 put spread at $5, 10000X. The spread has traded more than 30K and might be closing or an adjustment, as open [...]

December 5, 2011 | 0 Comments More

Morgan Stanley (MS) $14.11 +6.01%

Recall last Wednesday’s option flow was dominated by large scale upside buying in a number of financials, including C, JPM, BCS, GS and MS, possibly against a bearish positing in the XLF Dec 10-12 put spread, and since that time, SPX (and XLF) is up an impressive 5% and a few of these names (C, [...]

November 30, 2011 | 0 Comments More

S&P 500 PM Settled Index (.SPXPM) $1214.15 -1.84%

The CBOE’s new SPXPM index is having a record day, with 17,000 contracts trading and an hour left to go. The regular SPX index is also very busy, with over 1.2million contracts traded, or 70% above normal for this point in the day. In the PM contracts, Nov 1190 and 1195 puts lead the most [...]

November 17, 2011 | 0 Comments More

S&P 500 Index (.SPX) $1255.20 -0.68%

A few far downside strikes in SPX are seeing action this morning, with 15K Dec12 450 puts (64% out of the moneY) trading in a 1×2 vs 7500 Dec 650 puts to open a new position. Inititor paid $6 ($4.5Million total) and could be looking at positive downside in a very slow grind lower, however, [...]

November 14, 2011 | 0 Comments More

S&P 500 Index (.SPX) $1282.56 -0.16%

Early flow in SPX shows total volume near average, with puts leading calls nearly 2;1, slightly above the trailing put:call ratio of 1.82. Largest block was a sale of 11,000 Dec (quarterly expiry) 800-950 put spreads for $2.70 just before 10AM. The 950s will open, and 800s may close. In the SPXPM volume is running [...]

October 28, 2011 | 0 Comments More
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