5000 RSX May 24 calls went up in 1 block on the AMEX marked spread, which was likely paired with 120000 shares of RSX for 21.66
Shares of Market Vectors Russia ETF (RSX) are up .37 to 21.80 today.? RSX is near the top of the 52 week range.
- Paper traded 5000 RSX May 24 calls for .54.?
- The ADV is 10000.?
- The OI is 86 contracts.
The volume went up in 1 block on the AMEX marked spread.? The spread is most likely paired with 120000 shares of RSX for 21.66.? That would make the trade delta neutral or close with the trader looking for a big jump in vol for RSX.
- IV 30 is trading for 24%.?
- HV10 is trading for 19%.?
- IV 30 is above the HV 10.
Market Vectors Russia ETF (the Fund) seeks to replicate as closely as possible the price and yield performance of the DAXglobal Russia+ Index (DXRPUS). DXRPUS is a modified market capitalization-weighted index consisting of publicly traded companies that are domiciled in Russia.?