On Monday, CBOE’s VIX options and the C2 options exchange reached single-day volume records.
CBOE VIX Options, C2 Options Exchange Reach New Single-Day Volume Records
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Option Block 311: VIX Drops the Ball
So much for single-digit VIX, as it passes the 20-handle
Volatility Trading Digest – January Barometer 2014
After a weak January, the time has come to update the January Barometer, also called the January Effect.
VIX – Doomsday Scenarios Revisited; It’s the Volatility of VIX That’s Our Signal, Not the VIX.
This is a follow up to a five-part series I wrote on the VIX and doomsday scenarios.
The VXX Is In the Same Place as It Was in October
The ISM report was not great yesterday. On the bright side, bad news is bad news again.
Morning Futures Roundup
Manufacturing Data Pressures Oil Prices
CBOE’s January ADV Up 36%, New Monthly Records Set
In January, CBOE’s ADV rose 36% and the exchange’s VIX products set new monthly records.
Puts Trade in LDK
Today paper traded 2000 LDK Jan 2015 1 puts for .45. ADV is 953 contracts. The OI is over 10851 contracts.
Most Active Equity Options & Strikes – MWE, BAC, T, SVU
Most Active Equity Options & Strikes For Monday, February 3, 2014
OCC: A Record January for Options, Futures and Stock Loan Activity
OCC reported record-setting activity in January volume for options, futures and stock loan activity.
Collars Go Up in SGEN
Today paper traded 2550 SGEN Jun 35 put/55 call combos for .25. ADV is 1497 contracts. The OI is less than 110 contracts per strike.
Calls Trade in DBA
Today paper traded 1,500 Mar 24 calls in DBA for 1.05-1.10. ADV is 264 contracts. The OI is over 5 for each strike.