1. EEM – huge roll in puts, out and down. A trader sold 242,000 Jan 41 Puts to close at .92 & bought 242,000 Feb 40 Puts for 1.00 to open. This is a very similar size …
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I am no macro maven, and know very little about what is really going on in the Chinese economy, but the price action of Chinese equities for the last few years has been downright disgusting …
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10 day realized volatility in the S&P 500 has fallen to 7 as the indices remain quiet while single stocks make the headlines to start the new year. 1. VIX – Trader sold 107k of the …
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1. FB – the stock came a few cents away from a new intra-day all time high today. There was a very large roll up in calls where a trader sold 60,000 Feb 55 calls …
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On a day of light volume when the indices were mostly unchanged, single stock options and ETF options were more active. 1. BAC – BAC has started the year on a tear, up more than 5% …
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EEM (the ETF that tracks emerging markets) is down 4% already this year, largely a continuation of poor sentiment relative to the strength of China’s recovery after a worse than expected non-manufacturing PMI print yesterday …
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The SPX’s decline of nearly 1% yesterday, the largest since December 11th, represents about a quarter of the 4% gains since the FOMC announced its plans to decrease the size of its bond buying program …
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1. EEM – there was a massive closing seller in Dec puts shortly before noon, could have been part of a roll that we have become accustomed to seeing early in the month, where a trader …
Continue readingThe S&P 500 continues to be one of the best performing major indices in the world. The index is now up more than 25% in 2013, a very impressive performance for an environment characterized by …
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Light option volumes once again as trading was generally earnings focused. GLW – More than 10x normal call volume as the stock rallied 14% on its Samsung partnership. The Jan14 17 calls were the most active …
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