4000 VGK Sep 52/55 put spreads went up 2 large blocks on the ISE ?
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Shares of Vanguard FTSE Europe ETF (VGK) are down .21 to 51.32 today. ?VNK is near the lower end of the 52 week range.
- Paper traded 4000 VGK Sep 52/55 put spreads for 2.30. ?
- The ADV is 2429 contracts.?
- The OI is over 5000 contracts on both strikes.
The volume went up 2 large blocks on the ISE marked spread. ??Most likely the trader closed a position that was net long put spreads.? The puts are down substantial from where they closed them so the sale was very well timed.
- IV 30 is trading 29%.?
- HV10 is trading for 16%.?
- IV 30 is trading above the HV 10.
Vanguard FTSE Europe ETF, formerly Vanguard MSCI Europe ETF, is an exchange-traded fund. The Fund?s investment objective is to seek to track the performance of an index that measures the investment return of stocks issued by companies located in the major markets of Europe.