Market wide active structures

YESTERDAY'S data

Top 25 structures on

11/25/20

in sector: 'All' sorted by GrossContracts descending
Click to change criteria

Ticker Trade name Trade description Net vega,$ Net standardized vega,$ Net contracts Gross vega,$ Gross standardized vega,$ Gross contracts Net delta shares
Ticker:
Trade name:
Trades with stock
Trade description:

sold 50,000 01/15/2021 $310.0 p $1.72

bought 50,000 06/18/2021 $323.0 p $12.18

Options delta shares: -893,345

bought shares delta neutral

Net vega:
2,781,500
Net std vega:
1,906,665
Net contracts:
0
Gross vega:
5,473,500
Gross std vega:
9,108,388
Gross contracts:
100,000
Net delta shares:
-43,345
Ticker:
Trade name:
Single leg
Trade description:

bought 44,976 12/16/2020 $21.0 p $1.049

Equivalent of $ 1,318,700 of 12/16/2020 spx forward vega for sale

Net vega:
92,200
Net std vega:
384,389
Net contracts:
44,976
Gross vega:
92,201
Gross std vega:
384,389
Gross contracts:
44,976
Net delta shares:
-1,318,696
Ticker:
Trade name:
Tree to fly roll
Trade description:

sold 5,000 12/24/2020 $78.0 p $0.03

sold 10,000 12/24/2020 $81.5 p $0.2

bought 5,000 12/24/2020 $84.5 p $0.48

sold 5,000 12/31/2020 $79.0 p $0.11

bought 10,000 12/31/2020 $82.0 p $0.25

sold 5,000 12/31/2020 $85.0 p $0.65

Net vega:
-28,599
Net std vega:
-97,337
Net contracts:
-10,000
Gross vega:
220,300
Gross std vega:
736,062
Gross contracts:
40,000
Net delta shares:
50,808
Ticker:
Trade name:
Trades with stock
Trade description:

bought 20,000 01/15/2021 $85.0 p $0.92

sold 20,000 01/15/2021 $86.0 p $1.29

Options delta shares: 277,944

sold shares delta neutral

Net vega:
-1,800
Net std vega:
-4,816
Net contracts:
0
Gross vega:
509,000
Gross std vega:
1,361,693
Gross contracts:
40,000
Net delta shares:
-22,056
Ticker:
Trade name:
Trades with stock
Trade description:

bought 20,000 01/15/2021 $85.0 p $0.92

sold 20,000 01/15/2021 $86.0 p $1.3

Options delta shares: 278,600

sold shares delta neutral

Net vega:
-1,800
Net std vega:
-4,816
Net contracts:
0
Gross vega:
509,000
Gross std vega:
1,361,693
Gross contracts:
40,000
Net delta shares:
-21,400
Ticker:
Trade name:
Spread
Trade description:

bought 15,000 01/20/2021 $22.0 p $1.803

sold 22,500 01/20/2021 $19.0 p $0.57

Equivalent of $ 120,400 of 01/20/2021 spx forward vega for sale

Net vega:
12,675
Net std vega:
32,359
Net contracts:
-7,500
Gross vega:
95,025
Gross std vega:
242,600
Gross contracts:
37,500
Net delta shares:
-120,368
Ticker:
Trade name:
Spread
Trade description:

traded FV 17,863 02/19/2021 $80.0 p $0.56

traded FV 17,863 02/19/2021 $84.0 p $1.16

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
478,907
Gross std vega:
986,617
Gross contracts:
35,726
Net delta shares:
0
Ticker:
Trade name:
Call spread collar roll
Trade description:

sold 5,713 12/18/2020 $260.0 p $0.68

bought 5,713 12/18/2020 $285.0 c $13.44

sold 5,713 12/18/2020 $301.0 c $3.68

bought 5,713 02/19/2021 $267.0 p $6.03

sold 5,713 02/19/2021 $296.0 c $13.41

bought 5,713 02/19/2021 $309.0 c $7.26

Net vega:
175,790
Net std vega:
207,095
Net contracts:
0
Gross vega:
1,251,775
Gross std vega:
3,251,257
Gross contracts:
34,278
Net delta shares:
23,592
Ticker:
Trade name:
Single leg
Trade description:

bought 32,994 01/15/2021 $5.0 c $0.14

Net vega:
7,918
Net std vega:
21,183
Net contracts:
32,994
Gross vega:
7,919
Gross std vega:
21,184
Gross contracts:
32,994
Net delta shares:
689,931
Ticker:
Trade name:
Reversal-conversion, $0.0525
Trade description:

sold 15,000 01/15/2021 $47.0 c $1.88

bought 15,000 01/15/2021 $47.0 p $1.78

Options delta shares: -1,500,807

bought shares 1 up

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
207,600
Gross std vega:
555,378
Gross contracts:
30,000
Net delta shares:
-807
Ticker:
Trade name:
Trades with stock
Trade description:

bought 15,000 03/19/2021 $41.0 p $0.51

sold 15,000 03/19/2021 $54.0 c $0.52

Options delta shares: -471,750

bought shares delta neutral

Net vega:
-42,600
Net std vega:
-76,227
Net contracts:
0
Gross vega:
204,600
Gross std vega:
366,100
Gross contracts:
30,000
Net delta shares:
-6,750
Ticker:
Trade name:
Spread
Trade description:

traded FV 15,000 01/15/2021 $330.0 p $3.28

traded FV 15,000 01/15/2021 $340.0 p $4.65

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
1,129,200
Gross std vega:
3,020,871
Gross contracts:
30,000
Net delta shares:
0
Ticker:
Trade name:
Trades with stock
Trade description:

sold 29,882 01/15/2021 $120.0 c $19.05

Options delta shares: -2,732,709

bought shares delta neutral

Net vega:
-308,681
Net std vega:
-825,793
Net contracts:
-29,882
Gross vega:
308,681
Gross std vega:
825,793
Gross contracts:
29,882
Net delta shares:
-82,709
Ticker:
Trade name:
Spread
Trade description:

sold 14,425 12/18/2020 $37.5 c $3.77

bought 14,425 12/18/2020 $42.5 c $0.95

Net vega:
17,598
Net std vega:
70,107
Net contracts:
0
Gross vega:
101,840
Gross std vega:
405,698
Gross contracts:
28,850
Net delta shares:
-674,608
Ticker:
Trade name:
Spread
Trade description:

bought 12,668 02/19/2021 $580.0 c $83.0

sold 12,668 03/19/2021 $610.0 c $83.05

Net vega:
-238,792
Net std vega:
-56,447
Net contracts:
0
Gross vega:
2,977,613
Gross std vega:
5,698,810
Gross contracts:
25,336
Net delta shares:
43,315
Ticker:
Trade name:
Trades with stock
Trade description:

bought 10,000 12/31/2020 $340.0 p $3.11

sold 15,000 12/24/2020 $380.0 c $0.973

Options delta shares: -385,659

bought shares delta neutral

Net vega:
6,600
Net std vega:
-106,042
Net contracts:
-5,000
Gross vega:
705,600
Gross std vega:
2,373,803
Gross contracts:
25,000
Net delta shares:
14,341
Ticker:
Trade name:
Trades with stock
Trade description:

bought 12,500 03/19/2021 $41.0 p $0.51

sold 12,500 03/19/2021 $54.0 c $0.5

Options delta shares: -385,763

bought shares delta neutral

Net vega:
-24,999
Net std vega:
-44,733
Net contracts:
0
Gross vega:
159,750
Gross std vega:
285,848
Gross contracts:
25,000
Net delta shares:
1,737
Ticker:
Trade name:
Was originally a Spread, some legs were cancelled
Trade description:

bought 24,500 12/18/2020 $36.0 c $0.38

Net vega:
69,335
Net std vega:
276,207
Net contracts:
24,500
Gross vega:
69,335
Gross std vega:
276,207
Gross contracts:
24,500
Net delta shares:
579,102
Ticker:
Trade name:
Spread
Trade description:

bought 9,335 03/19/2021 $48.0 c $3.05

sold 15,070 12/18/2020 $47.0 c $2.64

Net vega:
60,925
Net std vega:
22,707
Net contracts:
-5,735
Gross vega:
139,591
Gross std vega:
336,084
Gross contracts:
24,405
Net delta shares:
-776,128
Ticker:
Trade name:
Single leg
Trade description:

sold 23,249 11/27/2020 $26.0 p $0.1

Net vega:
-10,694
Net std vega:
-144,475
Net contracts:
-23,249
Gross vega:
10,695
Gross std vega:
144,475
Gross contracts:
23,249
Net delta shares:
252,438
Ticker:
Trade name:
Spread
Trade description:

sold 11,186 01/15/2021 $48.0 c $2.18

bought 11,186 02/19/2021 $51.0 c $1.09

Net vega:
29,978
Net std vega:
13,803
Net contracts:
0
Gross vega:
185,911
Gross std vega:
430,960
Gross contracts:
22,372
Net delta shares:
-352,446
Ticker:
Trade name:
Spread
Trade description:

sold 11,119 01/15/2021 $85.0 c $5.23

bought 11,119 01/15/2021 $92.0 c $1.57

Net vega:
-6,115
Net std vega:
-16,361
Net contracts:
0
Gross vega:
251,178
Gross std vega:
671,960
Gross contracts:
22,238
Net delta shares:
-412,227
Ticker:
Trade name:
Spread
Trade description:

sold 9,500 01/15/2021 $24.0 p $9.35

bought 12,649 01/15/2021 $20.0 p $5.45

Net vega:
9,729
Net std vega:
26,028
Net contracts:
3,149
Gross vega:
24,929
Gross std vega:
66,691
Gross contracts:
22,149
Net delta shares:
-217,469
Ticker:
Trade name:
Trades with stock
Trade description:

sold 20,000 03/19/2021 $87.0 c $0.77

Options delta shares: -692,880

bought shares delta neutral

Net vega:
-331,600
Net std vega:
-593,346
Net contracts:
-20,000
Gross vega:
331,600
Gross std vega:
593,347
Gross contracts:
20,000
Net delta shares:
27,120
Ticker:
Trade name:
Trades with stock
Trade description:

bought 10,000 12/18/2020 $34.0 c $0.95

sold 10,000 12/18/2020 $37.0 c $0.15

Options delta shares: 331,770

sold shares delta neutral

Net vega:
14,500
Net std vega:
57,764
Net contracts:
0
Gross vega:
52,700
Gross std vega:
209,939
Gross contracts:
20,000
Net delta shares:
1,770