VIX saw 70% the normal volume with 166K calls and 111K puts traded. Some larger trades in the pit:· Seller 10,000 August 15 puts at .25
· Buyer 10,000 July 17 puts for 1.075
· Seller 10,000 Aug/Oct 24 put spread at 1.60
· Buyer 5,000 July/Sep 25 call spreads for 1.25
· Seller 5,000 July 18/20 call spread at 1.65
Largest IV Increases: JOE, GRM, CP, GPS, ZRAN, ED, IGT, HNZ, NEE, ETP
Largest IV Decreases: IVR, ROVI, CYOU, HOGS, RDS/A, CVE, PAY, IACI, CEPH, XRTX
BIIB - Biogen Idec Inc. - August $110/$120 ratio call spread bought 1,500x3,000 at $2 to open
*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.