A huge straddle was crossed this morning in Jan-12 31 strike:
40000 calls at $7.46 and
40000 puts at $8.04.
The total straddle price was 15.5, which is almost at the mid-market at the time of the trade (straddle at 15.35 at 15.80) making it hard to tell if the trade was buyer or seller initiated. Either way, that is $62 million in juice!
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t... -
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
No comments:
Post a Comment