CBOE Volatility Index ($VIX) $22.10 +4.05%

Surging put volume in the first hour. 4.10 million contracts have traded across the exchanges, which compares to 2.5 million contracts of call activity. The total put-to-call ratio is therefore at an exteme of 1.6 after finishing Friday at 1.14. Including today, the total PC ratio has been greater than 1.0 in nine of the [...]

October 13, 2014 | 0 Comments More

CBOE Volatility Index (.VIX) $13.19 -6.78%

Early volume in VIX options includes call spreads. The index is down .90 to 13.25 and now well (20.5%) below the multi-month highs of 16.67 seen Wednesday before the FOMC announcement. In options trading today, an investor was selling 28,000 Feb 22 calls on VIX at 59 cents to buy 33,600 Mar 26 calls for [...]

December 20, 2013 | 0 Comments More

CBOE Volatility Index (.VIX) $15.59 +1.10%

VIX ticks higher, attracts big call buyer. The index is up .12 to 15.54 and hit its best levels in nearly two months this morning after ticking to 15.84. The top options trade in the VIX pit, which is also the biggest print across the entire options market so far Thursday, is a 40000-lot of [...]

December 12, 2013 | 0 Comments More

VIX Draws Massive Upside Call Spread

CBOE Volatility Index (.VIX) showed signs of life this morning after bouncing back to 12.93 and is now up .75 to 12.59. More than 800,000 call options traded on the index so far and spread trading is driving much of the flow. An investor was apparently selling Aug 18 – 28 call spreads on VIX [...]

August 6, 2013 | 0 Comments More

What’s With VIX?!?

Odd action in VIX, as it moves up .52 to 13.29 and sesson highs, even as the S&P 500 gains 11.06 points and also moves to its best levels of the day of 1,661.49. Relatively active trading is happening in the index market, with about 619K calls and 511K puts traded SPX, VIX and other [...]

May 15, 2013 | 0 Comments More

CBOE Volatility Index (.VIX) April Settlement (SRO) @ 15.46

Official VIX settlement print this morning is 15.46, the highest print since December 2012. 77% of the 4.19million April contracts that expired were were calls and 91% expired out of the money. Early vix option volume very light with just 70K contracts trading in the first 40mins, about half the pace of yesterday’s flow.

April 17, 2013 | 0 Comments More

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 Options Recap — 03/20/2013

Stock market averages opened higher and are heading to their best levels of the day after the FOMC concluded its latest meeting on monetary policy. With no economic news to guide the early activity, investors brushed aside two days of Cyprus jitters (which is one level above Cyprus anxiety, but two notches below Cyprus Fear) [...]

March 20, 2013 | 0 Comments More

Huge Call Spread in VIX, Bullish Trading in DELL

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March 19, 2013 | 5 Comments More