Post coital detumesence – hardly. this baby is still rocking with the long end giving up some gains – but almost as quickly snapping back up ¼ to ½ point very much like a motivated gooses neck – as opposed to one of indifference.
Volatility was sold aggressively at one point – see players list below, only to see vol. traders come in and start buying. Currently prices trending sideways alleviating slight overbought readings on intraday RSI’s. Upside remains the path of least resistance and trends have just turned back up on Daily MACD.
Larger Trades from a.m. session today include but not limited to the following:
| 9/22/2010 | |||||
| screen this a.m.: | |||||
| edz0 9950 put trades 3.75/1000, 4/1500 | |||||
| edz0 9950 call trades 17 vs. 9963 d=.72, 1200 | |||||
| edz0 9937 put trades 2.5, 500 | |||||
| edz0 9975 call trades .75/500, 1/2000 | |||||
| edz0 9925/9950 p/s trades 2, 500 | |||||
| edh1 9975 call trades 1.25, 1500 | |||||
| red edh2 9750/9937 sqaush trades 10, 500 | |||||
| shrt mar 9912/9937 call 1x2 trades 9, 500 | |||||
| shrt dec 9937 call trades 5.5, 2000 | |||||
| shrt dec 9825/9875 p/s trades 1.5, 1250 | |||||
| Cube | B | 10,000 | EDH1 9987c | cab (1/4 tick) | 9957 |
| Paper | S | 7,000 | EOZ90/93 strangles | 9 and 8.5 | 9928 |
| JB Drax | S | 15,000 | EDZ280/83c spread | 31 | 9861 |
| New Edge | B | 15,000 | EDH19950c | 16.5 | 9957 |
| Paper | S | 7,000 | EOZ90/93 strangles | 8 | 9926.5/27 |
| New Edge | B | 5,000 | EOZ92/95c1X2 | 10.5 | ^9928 30% |
| BCG | B | 10,000 | EOX91/92/93 c fly | 3 | 9928 |
| straddles: | |||||
| edv0 9962 5/6 f=9963 | |||||
| edx0 9962 9.5/10 | |||||
| edz0 9962 13/13.5 shorts | |||||
| edh1 9962 18/18.5 f=9957.5 | |||||
| edm1 9950 31/32 f=9949.5 EOV 9925 10.5/11.5 | |||||
| edu1 9937 42.5/43 f=9940 EOX 9925 16/17 | |||||
| EOZ 9925 20.5/21.5 | |||||
| reds EOH 9912 36.5/37.5 | |||||
| edz1 9925 53/54 f 9926.5 EOM 9900 51/52 | |||||
| edh2 9912 64.5/65.5 f=9911 EOU 9875 68.5/69.5 | |||||
| edm2 9900 75.5/76 f=9895 | |||||
| edu2 9875 91/92 f=9878 | |||||
| TJM | B | 20,000 | EOV90/91 p spread | 1 | 9926.5 |
| Paper | B | 5,000 | EDZ285/86/87 c ladder 2 legs over | 1.5 | 9860 |
| 10yr. Opts | |||||
| TJM | S | 10,000 | TYV125.5/126.5c 1X2 | .16 to .14 | 12522 to 20 |
| Paper | S | 1,500 | TYV126.5 c | 0.05 | 12521 |
| Mann | B | 500 | TYV124/124.5 p spreads | 0.01 | 12522/22.5 |
| Bache | S | 2,500 | TYV123.5/124.5 c spreads | 0.62 | 12520.5/21 |
| RJO | B | 500 | TYV125.5 strad | 0.43 | ^12522 |
| RJO | B | 500 | TYV126.5/127.5 c 1X2 | 0.05 | 12522/22.5 |
| Paper | B | 800 | TYX123.5/124.5 p spread | 0.16 | N/A |
| RJO | B | 1,000 | TYV125p | 0.05 | ^12521.5 |
| New edge | B | 2,000 | TYV125.5 strads | 2.53 to 2.55 | N/A |
| Paper | S | 1,500 | TYV125.5 strads | 2.53 to 2.52 | N/A |
| Note seller went first then minutes later New Edge | ater new edge came in and bid it back up | ||||
| CCM | S | 1,000 | TYZ124.5 strad | 2.63 | 12522 |
| Paper | B | 1,000 | TYX126c | 0.12 | 12520.5/21 |
| JPMorg | S | 2,000 | TYV125c | 0.47 | 12522/23 |
| SmithB | S | 2,500 | TYV125p | 0.05 | 12518/18.5 |
| Mann | S | 2,500 | TYX125 strads | 1.61 to 1.58 | 12521.5 to 19 |
| SmithB | S | 2,000 | TYV125c | 0.39 | 12518/18.5 |
| Fed Fund Opt | |||||
| CCM | S | 3,000 | FFF9987c | 0.5 | 9982/82.5 |
| Fortis | B | 1,500 | FFF9981c | 2.75 | 9982 |
| Fortis | B | 1,000 | FFJ 9987/9993 c 1X2 | 0.5 | 9980.5/81 |
| Fortis | B | 1,000 | FFJ9993c | 0.25 | 9980.5/82 |
| Showing a bid for 2K more | |||||
| 5yr. Opts | |||||
| New Edge | S | 1,000 | FVV119 strad | 1.38 | N/A |
| 2yr. | |||||
| Paper | S | 2,000 | TYX109.5 strads vs. 109.7c | .13 strad over | 10921.5 |
| 30yr. Opts | |||||
| Merril | B | 1,500 | USZ122/140 combo's twice on puts | .40 call over | ^13228 |
| Merril | S | 500 | USZ136c | 1.43 | 13229 |
| Working to sell more scale up | |||||
| Vision | S | 2,000 | USX 124/128 p spread | 0.24 | 13213 |
| Vision | S | 2,000 | USX125/128 p spread | 0.2 | 13213 |
| Merril | B | 1,000 | USX134c | 1.22 | 13220 |
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