Macro structures still dominated the trading day. EEM – Trader rolled down 133k of the Dec 46 calls, selling those to close at 0.28, and bought 101k of the Dec 44 calls for 0.557 in their …
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The last few months have seen a major breakdown in the correlation between asset classes and geographies to an extent we haven’t seen in the past 4 years. It’s not just the reduced correlation between …
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Volatile intraday action, and options volumes were dominated by macro trades. VWO – Huge roll of the VWO Jun 42 puts out to the Jul 40 puts, selling 160k of the Jun to buy 235k of …
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Today was the largest down move in the SPX since Feb. 25th, and not surprisingly, puts more active than calls as the CBOE Put/Call moved up to 1.03, the highest since Mar. 13th. Macro flow …
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The market opened down, following through on a rough day yesterday, tested the 1500 level in the SPX several times and settled just above at the close. Here are some of the notable trade in …
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Two big prints that were both protective in nature. VIX – buyer of the Apr 20/25 call spread 150,000 times paying 0.70 to open. Quite a big bet, as that involved paying out $10.5 million …
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Kind of a slow day in the markets with light volume on the equity and options fronts. Maybe a hangover from last week’s wild moves. Here were a couple of names with activity we noticed: …
Continue readingConsumer technology names dominated the options trading today. YHOO – The stock made a brief 2 year high at 19 this morning, quite close to the 3 year high at 19.12. The Jan13 19 calls …
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With Facebook up around 20%, it’s no surprise that it dominated options flow today. FB – 4 of the top 7 lines in the single stock options market today were in FB. The Nov 24 …
Continue readingToday’s chart should be taken with a grain of salt. I don’t mean to present it here as evidence that we should be braced for an imminent fall. But similar to yesterday’s chart, it is …
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