Largest IV Increases: LZ, ED, EBIX, TLVT, DNDN, INCY, ZRAN, WCRX, NHP, CORN
Largest IV Decreases: VRGY, VVUS, VIX, EBAY, CP, SPRD, LEG, MRO, HRBN, WCG
VIX saw 112% the normal volume with 300K calls and 133K puts traded. Some larger trades in the pit:· Buyer 10,000 August 30 calls for .525
· Seller 10,000 August 27.5 calls at .675
· Seller 7,000 Oct/Dec 30 call spreads at .30
· Seller 5,000 July 18 straddles at 2.50
· Buyer 5,000 Sep 32.5 calls for .925
· Seller 4,500 July 16 puts at .25
· Buyer 4,000 July 16/17 put spreads for .45
*Special thanks to Option Radar, BMO Capital, MEB Options, LiveVolPro, CBOE, Option Monster, T.O.P. group, 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.