Огромная сделка в опционах на VXX на январском страйке

[rene_korda]

A huge straddle was crossed this morning in Jan-12 31 strike:
40000 calls at $7.46 and
40000 puts at $8.04.
The total straddle price was 15.5, which is almost at the mid-market at the time of the trade (straddle at 15.35 at 15.80) making it hard to tell if the trade was buyer or seller initiated. Either way, that is $62 million in juice!
http://

Comments

о каком сплите речь

[dijap]

?

Re: о каком сплите речь

[rene_korda]

http://av.r.ftdata.co.uk/files/2010/10/reverse-split-details.jpg

[anonymous]

Da ja dumaju, chto option position adjustjad. Eto zavisit ot brokera.
Prosto pogoogli.
Dlja stock split naprimer:
http://www.optiontradingpedia.com/what_happens_to_options_during_stock_split.htm

Slaid

[rene_korda]

Ага, врубился. От брокера не зависит, всё делается через ОСС.