Most Active Equity Options & Strikes For Tuesday, January 28, 2014
Calls Trade in ARR
Today paper traded 4296 ARR Jan 2015 5 calls for .20. ADV is 1394 contracts. The OI is 19770 contracts.
Spreads Trade in CNW
Today paper traded the CNW Mar 42.5/45 call spread .64 3000/5000x. ADV is 4457 contracts. The OI is 2529/7507 contracts.
Are Short Volatility ETPs Worse Than SPY?
??Volatility Tourists? Get Crushed,? exulted a column in Barron?s on Friday, referring to losses incurred that day by short volatility ETPs like XIV and SVXY.
Calls Trade in OFIX
Today paper traded 1240 OFIX Feb 25 calls for .40. ADV is 458 contracts. The OI is 189 contracts.
Puts Roll in DG
Today paper traded the DG Jan 31 Q 57/Mar 55 put spread 15000/17000x for 1.07. ADV is 10955 contracts.
Option Block 309: The Big AAPL Earnings Show
So there’s this little fruit company that had earnings yesterday….
Bloomberg: Options Investor Sells $18 Million VIX Calls
According to a Bloomberg, an options investor sold $18 million of VIX calls on Monday.
OCC Preparing to Launch Clearing for OTC S&P 500 Equity Index Options
OCC has received regulatory approvals to begin clearing OTC S&P 500 equity index options.
IB Options Brief: D.R. Horton Inc.
D.R. Horton Inc. Calls In Play
Morning Futures Roundup
Whipsaw
OCC, Securities Finance Trust Company Team Up, Create Automated Management Default Platform
OCC and Securities Finance Trust Company have created the portal Auction Platform Services to assist with the default management process.




