Market wide active structures


Top 25 structures on

03/05/21

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 roll
Trade description:

bought 13,000 03/12/2021 $200.0 p $1.0

sold 12,000 03/12/2021 $205.0 p $1.78

sold 13,000 03/12/2021 $208.0 p $2.55

bought 12,000 03/12/2021 $211.0 p $3.5

Net vega:
-42,830
Net std vega:
-309,275
Net contracts:
0
Gross vega:
485,330
Gross std vega:
3,504,568
Gross contracts:
50,000
Net delta shares:
25,116
Ticker:
Trade name:
Reversal-conversion, $0.015
Trade description:

sold 23,000 03/17/2021 $380.0 c $5.86

bought 23,000 03/17/2021 $380.0 p $6.86

Options delta shares: -2,298,797

bought shares 1 up

Net vega:
0
Net std vega:
0
Net contracts:
0
Gross vega:
1,252,120
Gross std vega:
6,905,605
Gross contracts:
46,000
Net delta shares:
1,203
Ticker:
Trade name:
Spread
Trade description:

bought 22,220 03/05/2021 $9.0 p $1.37

sold 22,220 03/19/2021 $9.0 p $1.4

Net vega:
-7,777
Net std vega:
-39,709
Net contracts:
0
Gross vega:
7,777
Gross std vega:
39,710
Gross contracts:
44,440
Net delta shares:
-358,631
Ticker:
Trade name:
Trades with stock
Trade description:

bought 18,900 03/19/2021 $20.0 c $0.05

sold 18,900 03/19/2021 $20.0 p $4.0

Options delta shares: 1,975,617

sold shares delta neutral

Net vega:
6,426
Net std vega:
32,811
Net contracts:
0
Gross vega:
9,072
Gross std vega:
46,322
Gross contracts:
37,800
Net delta shares:
85,617
Ticker:
Trade name:
Combo
Trade description:

bought 17,000 04/16/2021 $58.0 c $0.31

sold 17,000 04/16/2021 $58.0 p $4.56

Net vega:
170
Net std vega:
501
Net contracts:
0
Gross vega:
138,550
Gross std vega:
408,440
Gross contracts:
34,000
Net delta shares:
1,689,616
Ticker:
Trade name:
Spread
Trade description:

bought 16,684 03/19/2021 $208.0 p $3.27

sold 16,684 03/19/2021 $219.0 p $7.41

Net vega:
-32,367
Net std vega:
-165,267
Net contracts:
0
Gross vega:
528,549
Gross std vega:
2,698,782
Gross contracts:
33,368
Net delta shares:
503,363
Ticker:
Trade name:
Spread
Trade description:

sold 15,488 03/05/2021 $85.0 p $10.9

bought 15,488 03/12/2021 $85.0 p $11.65

Net vega:
37,171
Net std vega:
268,413
Net contracts:
0
Gross vega:
37,171
Gross std vega:
268,413
Gross contracts:
30,976
Net delta shares:
299,848
Ticker:
Trade name:
Calendar roll
Trade description:

sold 7,400 03/05/2021 $57.0 p $0.4

bought 7,400 03/05/2021 $60.0 p $3.2

bought 7,400 03/19/2021 $57.0 p $3.3

sold 7,400 03/19/2021 $60.0 p $5.1

Net vega:
-2,442
Net std vega:
-35,258
Net contracts:
0
Gross vega:
67,118
Gross std vega:
365,496
Gross contracts:
29,600
Net delta shares:
-232,803
Ticker:
Trade name:
Spread
Trade description:

sold 13,200 03/12/2021 $355.0 p $0.83

bought 13,200 03/12/2021 $367.0 p $2.18

Net vega:
76,428
Net std vega:
551,887
Net contracts:
0
Gross vega:
367,092
Gross std vega:
2,650,772
Gross contracts:
26,400
Net delta shares:
-178,251
Ticker:
Trade name:
Spread
Trade description:

bought 12,647 03/12/2021 $57.0 p $3.049

sold 12,647 06/18/2021 $45.0 p $3.399

Net vega:
-68,547
Net std vega:
82,205
Net contracts:
0
Gross vega:
146,958
Gross std vega:
484,004
Gross contracts:
25,294
Net delta shares:
-391,379
Ticker:
Trade name:
Spread
Trade description:

sold 12,174 03/19/2021 $37.0 p $4.05

bought 12,174 03/19/2021 $43.0 p $8.35

Net vega:
-3,895
Net std vega:
-19,892
Net contracts:
0
Gross vega:
63,548
Gross std vega:
324,479
Gross contracts:
24,348
Net delta shares:
-298,268
Ticker:
Trade name:
Put fly
Trade description:

sold 6,040 03/31/2021 $46.0 p $0.2

bought 12,080 03/31/2021 $48.0 p $0.33

sold 6,040 03/31/2021 $50.0 p $0.57

Net vega:
-3,441
Net std vega:
-12,899
Net contracts:
0
Gross vega:
73,507
Gross std vega:
275,415
Gross contracts:
24,160
Net delta shares:
22,649
Ticker:
Trade name:
Spread
Trade description:

bought 12,000 03/12/2021 $205.0 p $1.01

sold 12,000 03/12/2021 $211.0 p $2.02

Net vega:
-39,359
Net std vega:
-284,219
Net contracts:
0
Gross vega:
190,560
Gross std vega:
1,376,034
Gross contracts:
24,000
Net delta shares:
160,597
Ticker:
Trade name:
Single leg
Trade description:

bought 22,640 06/18/2021 $54.0 c $2.63

Net vega:
256,964
Net std vega:
479,097
Net contracts:
22,640
Gross vega:
256,964
Gross std vega:
479,098
Gross contracts:
22,640
Net delta shares:
1,143,094
Ticker:
Trade name:
Combo
Trade description:

bought 10,700 03/19/2021 $40.0 c $0.15

sold 10,700 03/19/2021 $40.0 p $2.55

Net vega:
-855
Net std vega:
-4,371
Net contracts:
0
Gross vega:
19,688
Gross std vega:
100,527
Gross contracts:
21,400
Net delta shares:
1,058,815
Ticker:
Trade name:
Spread
Trade description:

bought 7,000 04/16/2021 $350.0 c $0.4

sold 14,000 04/16/2021 $360.0 c $0.17

Net vega:
3,080
Net std vega:
9,080
Net contracts:
-7,000
Gross vega:
159,600
Gross std vega:
470,495
Gross contracts:
21,000
Net delta shares:
2,170
Ticker:
Trade name:
Trades with stock
Trade description:

bought 10,000 03/19/2021 $300.0 p $5.89

sold 10,000 04/16/2021 $300.0 p $10.66

Options delta shares: 29,988

sold shares delta neutral

Net vega:
-170,200
Net std vega:
3,459
Net contracts:
0
Gross vega:
638,400
Gross std vega:
2,387,180
Gross contracts:
20,000
Net delta shares:
-12
Ticker:
Trade name:
Trades with stock
Trade description:

bought 10,000 03/19/2021 $114.0 p $0.47

sold 10,000 03/19/2021 $115.0 p $0.94

Options delta shares: 252,500

sold shares delta neutral

Net vega:
100
Net std vega:
510
Net contracts:
0
Gross vega:
175,900
Gross std vega:
898,149
Gross contracts:
20,000
Net delta shares:
-17,500
Ticker:
Trade name:
Condor
Trade description:

bought 5,000 06/18/2021 $125.0 p $2.17

sold 5,000 06/18/2021 $127.0 p $3.38

sold 5,000 06/18/2021 $128.0 c $0.48

bought 5,000 06/18/2021 $129.0 c $0.32

Net vega:
-28,000
Net std vega:
-52,204
Net contracts:
0
Gross vega:
449,200
Gross std vega:
837,513
Gross contracts:
20,000
Net delta shares:
36,900
Ticker:
Trade name:
Trades with stock
Trade description:

sold 20,000 07/16/2021 $15.0 c $0.95

Options delta shares: -794,600

bought shares delta neutral

Net vega:
-67,200
Net std vega:
-111,324
Net contracts:
-20,000
Gross vega:
67,200
Gross std vega:
111,324
Gross contracts:
20,000
Net delta shares:
45,400
Ticker:
Trade name:
Spread
Trade description:

sold 7,406 04/16/2021 $20.0 c $1.41

bought 12,401 03/19/2021 $20.0 c $0.616

Net vega:
-328
Net std vega:
29,807
Net contracts:
4,995
Gross vega:
28,851
Gross std vega:
115,828
Gross contracts:
19,807
Net delta shares:
50,429
Ticker:
Trade name:
Spread
Trade description:

sold 9,000 03/12/2021 $211.0 p $3.96

bought 9,750 03/12/2021 $200.0 p $1.2

Net vega:
-44,745
Net std vega:
-323,104
Net contracts:
750
Gross vega:
166,035
Gross std vega:
1,198,939
Gross contracts:
18,750
Net delta shares:
249,764
Ticker:
Trade name:
Call fly
Trade description:

bought 5,000 03/19/2021 $17.0 c $0.524

sold 10,000 03/19/2021 $18.0 c $0.25

bought 3,000 03/19/2021 $22.0 c $0.05

Net vega:
490
Net std vega:
2,501
Net contracts:
-2,000
Gross vega:
14,890
Gross std vega:
76,029
Gross contracts:
18,000
Net delta shares:
-1,397
Ticker:
Trade name:
Single leg
Trade description:

bought 17,664 04/01/2021 $74.5 p $1.41

Net vega:
141,135
Net std vega:
518,919
Net contracts:
17,664
Gross vega:
141,135
Gross std vega:
518,920
Gross contracts:
17,664
Net delta shares:
-881,257
Ticker:
Trade name:
Spread
Trade description:

sold 8,782 03/19/2021 $102.0 p $0.15

bought 8,782 03/19/2021 $108.0 p $0.74

Net vega:
52,428
Net std vega:
267,701
Net contracts:
0
Gross vega:
94,231
Gross std vega:
481,145
Gross contracts:
17,564
Net delta shares:
-292,352