Articles tagged: VXX
In this episode, we look at VIX from a European perspective.
Let's talk about VXX, baby!
15000 VXX Apr 21 15.5 puts over May12 13.5/14.5 puts went up in 3 blocks on the PHLX marked spread.
30000/20000 VXX Feb17 20 calls over Mar17 24 calls went up in 2 blocks on the ARCA marked spread.
47000 VXX Feb17 22/21/20 put trees went up in 3 blocks on the ARCA marked spread
Paper traded 30457/60914/30457 VXX Nov18 27/28.5/30 put butterflies for .31.
The VIX got blasted yesterday, so did the front month of the VIX futures term structure and SPX premiums.
VIX outside of the red zone - recession averted!
Paper bought 10,000 VIX Jan 18/23 call spreads & sold 10,000 VXX March 18/23 call spreads against it.
5000 VXX Dec 11 Weekly 17.5/18.5 spreads went up in 2 blocks on the CBOE
24000 VXX Sep 04 Weekly puts went up in 1 block on the CBOE.
Ugliness abounds in this episode of Volatility Views
18000 VALE Sep 7 puts went up in 1 block on the CBOE on a sweep.
Volatility wants to move, but only at the pace of a 3 legged race. The will to move out is not there yet.
4606 CNX Jun 30 calls went up in 1 block on the PHLX
Speculators who have been piling into the iPath S&P 500 VIX Short-Term Futures ETN in recent weeks had their bets pay off.
5500/6050 VXX Apr 32 traded over May 30 calls in 2 blocks on the CBOE.