institutional purchases vix call

gldloser · 发表于 2009-2-22 11:15 AM

本帖最后由 gldloser 于 2009-2-22 11:46 编辑

Jamie Tyrrell reports from the CBOE trading floor on OptionMONSTER’s Volatility Sonar report, discussing some interesting large VIX options trades, including institutional purchases of:

* 4000 March 60 calls @ 1.40

* March 55-65 call spread @ 1.25

http://blip.tv/play/gZ5KAQA

风清扬 · 发表于 2009-2-22 11:29 AM

thx

biorjin · 发表于 2009-2-22 12:23 PM

That 2M bet on 55-65 bull call spread was done right before Friday reversal, hehe

stone · 发表于 2009-2-22 12:25 PM

3# biorjin

noticed that too.

SHORT TERM 超级反指, 哈哈

CoolMax · 发表于 2009-2-22 05:45 PM

关键是谁在买，谁在卖。VIX的Option流通性是很差的。

ivymay99 · 发表于 2009-2-22 09:16 PM

thanks for the info

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