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Risk Reversals Trade in ESV
10000 ESV Jan 2017 6 puts over 8 calls went up in 2 blocks on the PHLX marked spread.
Midday Edition
A look at the market, the VIX and stories
Volatility Trading Digest – Holiday Pressure Relief
With the political activity relating to the sovereign debt crisis most likely to diminish this week, we speculate there will be fewer downgrade announcements coming from the rating agencies along with an absence of central bank comments, which could mean there could be some pressure relief going into yearend.
Morning Futures Roundup
Some Holiday Cheer on the Employment Picture in the U.S.
Unusual Options Activity Review: GM, HNR, DAL, TEVA, CSC, LPS, LFC, RIMM, .VIX, .SPX, EEM
Unusual Options Activity Review For Friday, December 16, 2011
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