VIX saw 136% the normal volume with 321K calls and 168K puts traded. Some larger trades in the pit:
· Jun 25 - 32.5 [1:2] ---- Jul 30 - 22.5 [2:1] c/sprd-swap… paper pd .10 on 27,000 ratio sprd-swaps
· Seller 7.5K June/Aug 25 put spread at .35
· Seller 5K Aug 21 straddles vs 20.55 at 5.925, delta neutral
· Buyer 5K June 37.5 calls for .125· Aug - Jun 24 p/sprd paper collected 1.325 on 27,000
Greatest increase in 30 day ATMIV vs prior session: PDLI, CHBT, AMSC, D, MDVN, VSEA, GPRO, HRBN, GTE, CBST
Greatest decrease in 30 day ATMIV vs prior session: JACK, SNTA, LWSN, DLTR, SMOD, AAP, HEK, BIG, PLCE, MWE
*Special thanks to Flotilla Partners, Option Radar, BMO Capital, MEB Options, LiveVolPro, CBOE, Option Monster, and all of the options desks and traders we work with to provide the option flow!
No position at this time. Position declarations are believed to be accurate at time of writing but may change at any time and without notice.