Market wide active structures

Top 25 structures on 05/29/20 in sector: 'All' sorted by GrossContracts descending
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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:
Calendar roll
Trade description:

bought 19,179 06/19/2020 $74.0 p $0.1

sold 38,234 06/19/2020 $78.0 p $0.23

sold 38,234 07/17/2020 $76.0 p $0.54

bought 38,234 07/17/2020 $80.0 p $1.23

Net vega:
93,234
Net std vega:
85,935
Net contracts:
-19,055
Gross vega:
886,972
Gross std vega:
2,709,167
Gross contracts:
133,881
Net delta shares:
-328,855
Ticker:
Trade name:
Calendar put roll
Trade description:

sold 13,000 06/19/2020 $32.23 p $0.13

sold 13,000 07/17/2020 $30.0 p $0.21

bought 13,000 07/17/2020 $34.0 p $0.63

Net vega:
-1,430
Net std vega:
-35,908
Net contracts:
-13,000
Gross vega:
112,190
Gross std vega:
338,204
Gross contracts:
39,000
Net delta shares:
-116,090
Ticker:
Trade name:
Spread
Trade description:

sold 12,000 06/19/2020 $335.0 c $0.09

bought 12,000 09/18/2020 $303.0 c $15.09

Net vega:
751,440
Net std vega:
1,258,676
Net contracts:
0
Gross vega:
834,240
Gross std vega:
1,603,873
Gross contracts:
24,000
Net delta shares:
579,240
Ticker:
Trade name:
Spread
Trade description:

bought 10,000 06/19/2020 $7.0 p $0.59

sold 10,000 09/18/2020 $6.0 p $0.59

Net vega:
-7,000
Net std vega:
2,728
Net contracts:
0
Gross vega:
20,000
Gross std vega:
51,470
Gross contracts:
20,000
Net delta shares:
-307,480
Ticker:
Trade name:
Spread
Trade description:

sold 10,000 06/19/2020 $80.0 p $0.48

bought 10,000 07/17/2020 $80.0 p $1.23

Net vega:
54,300
Net std vega:
57,351
Net contracts:
0
Gross vega:
180,500
Gross std vega:
583,485
Gross contracts:
20,000
Net delta shares:
-82,069
Ticker:
Trade name:
Single leg
Trade description:

sold 17,500 07/17/2020 $11.0 p $0.77

Net vega:
-30,975
Net std vega:
-84,539
Net contracts:
-17,500
Gross vega:
30,975
Gross std vega:
84,540
Gross contracts:
17,500
Net delta shares:
527,818
Ticker:
Trade name:
Spread
Trade description:

sold 8,000 06/19/2020 $319.0 c $0.69

bought 8,000 09/18/2020 $313.0 c $9.56

Net vega:
426,080
Net std vega:
504,814
Net contracts:
0
Gross vega:
649,760
Gross std vega:
1,437,346
Gross contracts:
16,000
Net delta shares:
226,400
Ticker:
Trade name:
Trades with stock
Trade description:

sold 5,000 07/17/2020 $71.0 p $1.49

bought 5,000 07/17/2020 $76.0 p $3.08

sold 5,000 07/17/2020 $82.0 c $1.12

bought 207,284 shares at $77.17

Net vega:
-35,700
Net std vega:
-97,434
Net contracts:
-5,000
Gross vega:
147,100
Gross std vega:
401,477
Gross contracts:
15,000
Net delta shares:
-23,166
Ticker:
Trade name:
Spread
Trade description:

sold 5,000 01/15/2021 $7.0 c $0.99

bought 10,000 01/21/2022 $10.0 c $0.86

Net vega:
21,400
Net std vega:
11,689
Net contracts:
5,000
Gross vega:
42,200
Gross std vega:
37,834
Gross contracts:
15,000
Net delta shares:
119,006
Ticker:
Trade name:
Fly to fly roll
Trade description:

sold 1,795 06/12/2020 $2400.0 p $1.62

bought 3,590 06/12/2020 $2500.0 p $2.62

sold 1,795 06/12/2020 $2600.0 p $4.4

bought 1,795 07/02/2020 $2475.0 p $10.74

sold 3,590 07/02/2020 $2600.0 p $17.41

bought 1,795 07/02/2020 $2725.0 p $28.86

Net vega:
-214,018
Net std vega:
-820,928
Net contracts:
0
Gross vega:
1,428,371
Gross std vega:
5,152,038
Gross contracts:
14,360
Net delta shares:
-3,140
Ticker:
Trade name:
Strangle
Trade description:

bought 7,000 06/19/2020 $23.5 p $0.86

bought 7,000 06/19/2020 $24.0 c $0.53

Net vega:
31,360
Net std vega:
130,740
Net contracts:
14,000
Gross vega:
31,360
Gross std vega:
130,741
Gross contracts:
14,000
Net delta shares:
-94,329
Ticker:
Trade name:
Jelly roll
Trade description:

sold 3,500 05/29/2020 $300.0 p $0.72

bought 3,500 05/29/2020 $300.0 c $1.92

bought 3,500 06/12/2020 $300.0 p $5.32

sold 3,500 06/12/2020 $300.0 c $6.54

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
182,630
Gross std vega:
1,200,032
Gross contracts:
14,000
Net delta shares:
-782
Ticker:
Trade name:
Trades with stock
Trade description:

bought 3,350 08/21/2020 $240.0 p $3.09

bought 6,700 08/21/2020 $260.0 p $5.3

bought 3,350 08/21/2020 $280.0 p $8.82

bought 250,975 shares at $302.95

Net vega:
533,989
Net std vega:
1,113,113
Net contracts:
13,400
Gross vega:
533,990
Gross std vega:
1,113,115
Gross contracts:
13,400
Net delta shares:
3,147
Ticker:
Trade name:
Reversal-conversion, $-0.83
Trade description:

sold 6,700 06/19/2020 $65.0 c $0.05

bought 6,700 06/19/2020 $65.0 p $6.25

bought 670,000 shares at $59.63

Net vega:
2,948
Net std vega:
12,291
Net contracts:
0
Gross vega:
20,502
Gross std vega:
85,474
Gross contracts:
13,400
Net delta shares:
17,286
Ticker:
Trade name:
Strangle
Trade description:

bought 6,500 07/17/2020 $22.0 p $0.78

bought 6,500 07/17/2020 $25.0 c $0.47

Net vega:
39,975
Net std vega:
109,102
Net contracts:
13,000
Gross vega:
39,975
Gross std vega:
109,103
Gross contracts:
13,000
Net delta shares:
-25,686
Ticker:
Trade name:
Spread
Trade description:

sold 6,460 07/17/2020 $30.0 p $0.2

bought 6,460 07/17/2020 $35.0 p $0.86

Net vega:
16,925
Net std vega:
46,194
Net contracts:
0
Gross vega:
51,292
Gross std vega:
139,991
Gross contracts:
12,920
Net delta shares:
-160,048
Ticker:
Trade name:
Spread
Trade description:

bought 6,150 05/29/2020 $33.5 p $0.03

sold 6,150 05/29/2020 $35.0 p $0.67

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
2,337
Gross std vega:
44,648
Gross contracts:
12,300
Net delta shares:
450,399
Ticker:
Trade name:
Spread
Trade description:

bought 5,126 06/12/2020 $141.0 c $2.75

sold 5,126 06/19/2020 $143.0 c $2.48

Net vega:
-1,691
Net std vega:
44,868
Net contracts:
0
Gross vega:
112,516
Gross std vega:
521,003
Gross contracts:
10,252
Net delta shares:
26,211
Ticker:
Trade name:
Trades with stock
Trade description:

bought 5,000 06/17/2022 $210.0 p $24.9

sold 5,000 06/17/2022 $270.0 c $13.75

bought 340,000 shares at $229.3

Net vega:
34,300
Net std vega:
23,944
Net contracts:
0
Gross vega:
1,189,500
Gross std vega:
830,367
Gross contracts:
10,000
Net delta shares:
-3,650
Ticker:
Trade name:
Reversal-conversion, $-0.065
Trade description:

bought 5,000 06/12/2020 $290.0 c $0.15

sold 5,000 06/12/2020 $290.0 p $77.4

sold 500,000 shares at $212.82

Net vega:
-8,000
Net std vega:
-40,848
Net contracts:
0
Gross vega:
16,100
Gross std vega:
82,207
Gross contracts:
10,000
Net delta shares:
-12,577
Ticker:
Trade name:
Reversal-conversion, $-0.065
Trade description:

sold 5,000 06/12/2020 $290.0 c $0.1

bought 5,000 06/12/2020 $290.0 p $79.1

bought 500,000 shares at $211.06

Net vega:
7,950
Net std vega:
40,593
Net contracts:
0
Gross vega:
16,050
Gross std vega:
81,952
Gross contracts:
10,000
Net delta shares:
1,768
Ticker:
Trade name:
Reversal-conversion, $-0.065
Trade description:

sold 5,000 06/12/2020 $290.0 c $0.22

bought 5,000 06/12/2020 $290.0 p $78.22

bought 500,000 shares at $212.06

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
24,200
Gross std vega:
123,566
Gross contracts:
10,000
Net delta shares:
5,226
Ticker:
Trade name:
Strangle
Trade description:

sold 5,000 01/21/2022 $25.0 p $4.7

sold 5,000 01/21/2022 $35.0 c $2.3

Net vega:
-132,349
Net std vega:
-103,055
Net contracts:
-10,000
Gross vega:
132,350
Gross std vega:
103,056
Gross contracts:
10,000
Net delta shares:
54,658
Ticker:
Trade name:
Reversal-conversion, $-0.07
Trade description:

bought 5,000 06/12/2020 $290.0 c $0.12

sold 5,000 06/12/2020 $290.0 p $81.49

sold 500,000 shares at $208.7

Net vega:
-3,851
Net std vega:
-19,658
Net contracts:
0
Gross vega:
20,150
Gross std vega:
102,886
Gross contracts:
10,000
Net delta shares:
-12,500
Ticker:
Trade name:
Spread
Trade description:

bought 5,000 09/18/2020 $220.0 p $2.55

sold 5,000 10/16/2020 $240.0 p $5.48

Net vega:
-25,750
Net std vega:
-12,380
Net contracts:
0
Gross vega:
332,150
Gross std vega:
565,509
Gross contracts:
10,000
Net delta shares:
32,475