Market wide active structures

Top 25 structures on 02/25/20 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:
Spread
Trade description:

bought 61,785 03/18/2020 $26.0 c $1.58

sold 61,785 03/18/2020 $29.0 c $1.04

Equivalent of $ 568,300 of 03/18/2020 spx forward vega to buy

Net vega:
-6,797
Net std vega:
-27,683
Net contracts:
0
Gross vega:
231,694
Gross std vega:
943,734
Gross contracts:
123,570
Net delta shares:
568,298
Ticker:
Trade name:
Spread
Trade description:

sold 51,500 05/15/2020 $81.0 p $0.25

bought 51,500 05/15/2020 $84.0 p $0.5

Net vega:
225,055
Net std vega:
480,717
Net contracts:
0
Gross vega:
1,039,785
Gross std vega:
2,220,982
Gross contracts:
103,000
Net delta shares:
-526,330
Ticker:
Trade name:
Spread
Trade description:

bought 50,000 03/13/2020 $160.0 c $1.0

sold 50,000 03/13/2020 $165.0 c $0.4

Net vega:
177,000
Net std vega:
820,154
Net contracts:
0
Gross vega:
932,000
Gross std vega:
4,318,549
Gross contracts:
100,000
Net delta shares:
696,000
Ticker:
Trade name:
Spread
Trade description:

bought 50,000 03/18/2020 $25.0 c $1.594

sold 50,000 03/18/2020 $29.0 c $0.902

Equivalent of $ 619,400 of 03/18/2020 spx forward vega to buy

Net vega:
-6,499
Net std vega:
-26,476
Net contracts:
0
Gross vega:
185,500
Gross std vega:
755,577
Gross contracts:
100,000
Net delta shares:
619,425
Ticker:
Trade name:
Spread
Trade description:

sold 35,000 03/20/2020 $82.0 p $0.07

bought 35,000 03/20/2020 $85.0 p $0.28

Net vega:
157,850
Net std vega:
615,582
Net contracts:
0
Gross vega:
327,250
Gross std vega:
1,276,205
Gross contracts:
70,000
Net delta shares:
-453,190
Ticker:
Trade name:
Single leg
Trade description:

bought 64,538 03/18/2020 $22.0 c $2.25

Equivalent of $ 3,176,400 of 03/18/2020 spx forward vega to buy

Net vega:
131,657
Net std vega:
536,266
Net contracts:
64,538
Gross vega:
131,658
Gross std vega:
536,267
Gross contracts:
64,538
Net delta shares:
3,176,431
Ticker:
Trade name:
Spread
Trade description:

bought 31,020 03/18/2020 $25.0 c $1.57

sold 31,020 03/18/2020 $29.0 c $0.91

Equivalent of $ 384,300 of 03/18/2020 spx forward vega to buy

Net vega:
-4,033
Net std vega:
-16,425
Net contracts:
0
Gross vega:
115,084
Gross std vega:
468,760
Gross contracts:
62,040
Net delta shares:
384,292
Ticker:
Trade name:
Put fly
Trade description:

bought 15,000 03/20/2020 $9.0 p $0.06

sold 30,000 03/20/2020 $9.5 p $0.13

bought 15,000 03/20/2020 $10.0 p $0.27

Net vega:
-1,200
Net std vega:
-4,680
Net contracts:
0
Gross vega:
48,000
Gross std vega:
187,190
Gross contracts:
60,000
Net delta shares:
-73,500
Ticker:
Trade name:
Spread
Trade description:

bought 25,000 03/13/2020 $160.0 c $1.0

sold 25,000 03/13/2020 $165.0 c $0.4

Net vega:
88,500
Net std vega:
410,077
Net contracts:
0
Gross vega:
466,000
Gross std vega:
2,159,275
Gross contracts:
50,000
Net delta shares:
349,120
Ticker:
Trade name:
Spread
Trade description:

sold 22,750 03/20/2020 $49.5 p $0.62

bought 22,750 03/20/2020 $52.5 p $1.45

Net vega:
25,935
Net std vega:
101,141
Net contracts:
0
Gross vega:
217,490
Gross std vega:
848,165
Gross contracts:
45,500
Net delta shares:
-600,577
Ticker:
Trade name:
Single leg
Trade description:

bought 45,497 03/20/2020 $60.0 p $0.24

Net vega:
155,144
Net std vega:
605,031
Net contracts:
45,497
Gross vega:
155,145
Gross std vega:
605,031
Gross contracts:
45,497
Net delta shares:
-454,970
Ticker:
Trade name:
Spread
Trade description:

sold 15,000 06/17/2020 $15.0 p $0.8

bought 30,000 05/20/2020 $14.0 p $0.42

Equivalent of $ 379,200 of 05/20/2020 spx forward vega for sale

Equivalent of $ 292,300 of 06/17/2020 spx forward vega to buy

Net vega:
5,400
Net std vega:
23,234
Net contracts:
15,000
Gross vega:
93,000
Gross std vega:
180,673
Gross contracts:
45,000
Net delta shares:
-86,872
Ticker:
Trade name:
Spread
Trade description:

bought 21,330 04/17/2020 $28.0 p $0.67

sold 21,330 04/17/2020 $29.0 p $1.0

Net vega:
-2,559
Net std vega:
-6,782
Net contracts:
0
Gross vega:
182,158
Gross std vega:
482,607
Gross contracts:
42,660
Net delta shares:
321,014
Ticker:
Trade name:
Spread
Trade description:

sold 16,400 03/20/2020 $40.5 p $0.8

bought 24,600 03/20/2020 $37.5 p $0.253

Net vega:
-14,924
Net std vega:
-58,200
Net contracts:
8,200
Gross vega:
120,212
Gross std vega:
468,801
Gross contracts:
41,000
Net delta shares:
287,328
Ticker:
Trade name:
Single leg
Trade description:

bought 40,827 08/21/2020 $15.0 c $0.21

Net vega:
82,062
Net std vega:
117,511
Net contracts:
40,827
Gross vega:
82,062
Gross std vega:
117,511
Gross contracts:
40,827
Net delta shares:
625,470
Ticker:
Trade name:
Trades with stock
Trade description:

sold 16,670 03/06/2020 $315.0 p $7.98

bought 23,200 02/28/2020 $313.0 p $4.97

bought 251,235 shares at $322.42

Net vega:
-80,111
Net std vega:
826,169
Net contracts:
6,530
Gross vega:
605,359
Gross std vega:
4,967,454
Gross contracts:
39,870
Net delta shares:
-24,637
Ticker:
Trade name:
Spread
Trade description:

bought 18,700 03/20/2020 $51.5 p $1.11

sold 18,700 03/20/2020 $54.0 p $2.12

Net vega:
14,773
Net std vega:
57,612
Net contracts:
0
Gross vega:
182,699
Gross std vega:
712,487
Gross contracts:
37,400
Net delta shares:
576,147
Ticker:
Trade name:
Spread
Trade description:

bought 18,000 04/17/2020 $28.0 p $0.57

sold 18,000 04/17/2020 $29.0 p $0.86

Net vega:
-2,160
Net std vega:
-5,722
Net contracts:
0
Gross vega:
154,080
Gross std vega:
408,217
Gross contracts:
36,000
Net delta shares:
257,168
Ticker:
Trade name:
Single leg
Trade description:

sold 35,000 03/20/2020 $84.0 p $0.16

Net vega:
-140,700
Net std vega:
-548,699
Net contracts:
-35,000
Gross vega:
140,700
Gross std vega:
548,700
Gross contracts:
35,000
Net delta shares:
353,423
Ticker:
Trade name:
Single leg
Trade description:

bought 34,000 05/15/2020 $80.0 p $0.24

Net vega:
243,440
Net std vega:
519,988
Net contracts:
34,000
Gross vega:
243,440
Gross std vega:
519,988
Gross contracts:
34,000
Net delta shares:
-276,896
Ticker:
Trade name:
Spread roll
Trade description:

sold 7,000 03/20/2020 $79.0 p $0.5

bought 8,750 03/20/2020 $84.0 p $1.27

bought 10,500 03/20/2020 $87.0 p $1.98

sold 5,250 03/20/2020 $90.0 p $2.9

Net vega:
75,059
Net std vega:
292,708
Net contracts:
7,000
Gross vega:
235,602
Gross std vega:
918,799
Gross contracts:
31,500
Net delta shares:
-213,060
Ticker:
Trade name:
Spread
Trade description:

sold 12,500 02/28/2020 $17.0 p $0.515

bought 18,750 02/28/2020 $16.5 p $0.29

Net vega:
3,625
Net std vega:
39,985
Net contracts:
6,250
Gross vega:
18,875
Gross std vega:
208,196
Gross contracts:
31,250
Net delta shares:
19,750
Ticker:
Trade name:
Strangle
Trade description:

bought 15,523 08/21/2020 $20.0 p $0.66

bought 15,523 08/21/2020 $22.0 c $2.46

Net vega:
169,200
Net std vega:
242,290
Net contracts:
31,046
Gross vega:
169,201
Gross std vega:
242,292
Gross contracts:
31,046
Net delta shares:
690,525
Ticker:
Trade name:
Spread
Trade description:

bought 5,250 07/17/2020 $6.0 p $2.65

sold 25,200 04/17/2020 $4.0 p $0.55

Net vega:
-9,986
Net std vega:
-32,916
Net contracts:
-19,950
Gross vega:
22,270
Gross std vega:
52,543
Gross contracts:
30,450
Net delta shares:
418,610
Ticker:
Trade name:
Spread
Trade description:

sold 15,000 03/18/2020 $15.0 p $0.27

bought 15,000 03/18/2020 $16.0 p $0.5

Equivalent of $ 77,800 of 03/18/2020 spx forward vega for sale

Net vega:
7,500
Net std vega:
30,549
Net contracts:
0
Gross vega:
34,800
Gross std vega:
141,747
Gross contracts:
30,000
Net delta shares:
-77,835