- Equities well into the green and near highs on the day - strong US jobs report
- SPY +90bps, IWM +80bps, QQQ +1.3%
- Biotech strong - IBB +3.2%, XBI +2.5%
- Energy strong as well - WTI +1.2%, XOP +1.5% XLE +0.75%
- VIX at 13.52, RVX at 15.96, VXN at 18.86
- ETF 30-Day Volatility Changes
- SPY -8%
- IWM -6%
- QQQ -8%
- Flow Today:
| Name | # of Contracts | Call/Put | Strike | Expiry |
|---|---|---|---|---|
| FB | 2,702 | Call Purchase | 205 | July |
| XOP | 16,250 | Call Spread Purchase | 43/45 | July (43), 8/3 (45) |
| GE | 10,000 | Call | 15 | 9/15 |
| VXX | 24,000 | Call Purchase | 47/65 | 8/24 |
| EFA | 10,000 | Call Write | 68 Call Spread | 7/13 & Aug |
| SPY | 30,000 | Put Purchase | 261 | 7/13 |
Submitted July 06, 2018 at 01:33PM by QuantalyticsResearch https://ift.tt/2u9YArW
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