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Size BX Ratio Risk Reversals Trade
28000/14000 BX Sep 26 calls and Sep 22 puts went up on the ARCA in 2 blocks.
Bearish Option Activity Alert: ANF
Bearish option order flow this morning in specialty retailer Abercrombie & Fitch Co. (ANF) with the November 60-70 Put spread being purchased numerous times.
Midday Edition
A look at the VIX, active options and links to morning stories
VIX down, Volatility Up, AAPL Down
The SPX rallied more than it sold off Monday, and yet, the VIX barely budged, falling less than 2%. On a strike-to-strike basis SPX IV was up.
Bullish Option Activity Alert: NGD
Unusual option activity in Vancouver, BC-based natural resource company New Gold, Inc. (NGD) with more than 38,000 November 11 Calls trading in the first hour of today's session.
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