10000 VIX Jan 18/23/24 call spreads went up in 3 blocks & could be a tree type trade where the paper bought the 16 and 23 strikes and sold 24s.?
VIX calls trade- possible VIX 3 leg stupid
The CBOE Volatility Index is down .74 to 18.48.? VIX is near the middle of the 52 week range.
Paper traded 10000 VIX Jan 18/23/24 call spread for 2.60/1.40/1.21. ?
- The ADV is 600k contracts.
- The OI is 50k contracts per strike.
The volume went up in 3 blocks.? The spread could be a tree type trade where the paper bought the 16 and 23 strikes and sold 24s.? The trade is too hard to tell whether opening or closing in the VIX squeeze.? Either way it does look like 3 legs all on the same side of the market.
- IV 30 is trading for 121%.
- HV10 is trading for 168%.
- IV 30 is trading below the HV 10.
The CBOE Volatility Index measures the implied volatility of the S&P 500 index options maintaining a constant 30 day duration.
Puts trade in InvenSense Inc. (INVN) ? possible put close
Shares of InvenSense Inc (INVN) are trade up .41 to 16.67. ??INVN is near the low end of the 52 week range.
Paper traded 5775 INVN Jan 16 puts for .75. ??
- The ADV is 12240 contracts.
- The OI is 17372 contracts.
The volume went up in 1 block.? This trade is either a short put cover after the small rebound in INVN or a dedicated put seller adding to the OI.? Check the OI on Friday for confirmation.
- IV 30 is trading for 81%.
- HV10 is trading for 42%.
- IV 30 is trading over the HV 10.
InvenSense, Inc. (InvenSense) is a provider of intelligent motion processing solutions. It is engaged in the designing, developing, manufacturing and marketing linear and mixed-signal integrated circuits (IC). It has designed and developed an integrated motion processing solution that enables a motion-based user interface for consumer electronics.
Put spreads trade in MT- long put roll
Shares of ArcelorMittal SA (MT) are down .15 to 10.87 today.? MT is near the lower end of the 52 week range.
Paper traded 3270 MT Jan 11/Mar 10 put spread for .02.?
- The ADV is 5521 contracts.
- The OI is 5661 and 742 contracts.
The volume went up in 2 big blocks.? The spread did trade with extra volume driving the total up to 5000 contracts on several exchanges.? The Mar buy did drive up the IV with this spread most like a protective put or downside spec rolling out to a lower strike.? MT is trade near the 52 week lows so the customer is booking what they can for the Jans.
- IV 30 is trading for 34%.
- HV10 is trading for 28%.
- IV 30 is trading over the HV 10.
ArcelorMittal SA (ArcelorMittal) is a global steel producer. During the year ended December 31, 2010, ArcelorMittal had steel shipments of approximately 85 million tons and crude steel production of approximately 90.6 million tons.