Market wide active structures

Top 25 structures on 04/01/20 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:
Calendar put roll
Trade description:

sold 36,086 04/17/2020 $17.0 p $0.32

sold 36,086 05/15/2020 $17.0 p $0.73

bought 36,086 05/15/2020 $19.0 p $1.25

Net vega:
-23,094
Net std vega:
-151,359
Net contracts:
-36,086
Gross vega:
213,629
Gross std vega:
700,133
Gross contracts:
108,258
Net delta shares:
31,395
Ticker:
Trade name:
Spread
Trade description:

bought 50,000 05/15/2020 $5.0 c $0.43

sold 50,000 05/15/2020 $6.0 c $0.17

Net vega:
12,500
Net std vega:
36,002
Net contracts:
0
Gross vega:
49,500
Gross std vega:
142,569
Gross contracts:
100,000
Net delta shares:
944,075
Ticker:
Trade name:
Spread
Trade description:

bought 22,500 05/15/2020 $24.0 p $0.37

sold 45,000 05/15/2020 $22.0 p $0.21

Net vega:
-27,675
Net std vega:
-79,709
Net contracts:
-22,500
Gross vega:
88,425
Gross std vega:
254,680
Gross contracts:
67,500
Net delta shares:
17,100
Ticker:
Trade name:
Trades with stock
Trade description:

sold 28,256 06/19/2020 $200.0 p $6.39

sold 28,256 06/19/2020 $280.0 c $5.26

bought 251,090 shares at $257.66

Net vega:
-2,066,925
Net std vega:
-4,442,811
Net contracts:
-56,512
Gross vega:
2,066,926
Gross std vega:
4,442,812
Gross contracts:
56,512
Net delta shares:
6,939
Ticker:
Trade name:
Spread
Trade description:

bought 26,344 01/15/2021 $22.0 c $0.43

sold 26,344 01/15/2021 $30.0 c $0.17

Net vega:
31,349
Net std vega:
35,232
Net contracts:
0
Gross vega:
137,252
Gross std vega:
154,247
Gross contracts:
52,688
Net delta shares:
243,945
Ticker:
Trade name:
Single leg
Trade description:

sold 50,000 04/03/2020 $92.0 p $0.06

Net vega:
0
Net std vega:
0
Net contracts:
-50,000
Gross vega:
0
Gross std vega:
0
Gross contracts:
50,000
Net delta shares:
0
Ticker:
Trade name:
Single leg
Trade description:

bought 50,000 04/03/2020 $92.0 p $0.06

Net vega:
0
Net std vega:
0
Net contracts:
50,000
Gross vega:
0
Gross std vega:
0
Gross contracts:
50,000
Net delta shares:
0
Ticker:
Trade name:
Single leg
Trade description:

sold 50,000 04/03/2020 $92.0 p $0.06

Net vega:
0
Net std vega:
0
Net contracts:
-50,000
Gross vega:
0
Gross std vega:
0
Gross contracts:
50,000
Net delta shares:
0
Ticker:
Trade name:
Spread
Trade description:

bought 25,000 01/15/2021 $21.0 c $0.48

sold 25,000 01/15/2021 $30.0 c $0.19

Net vega:
28,000
Net std vega:
31,467
Net contracts:
0
Gross vega:
128,500
Gross std vega:
144,411
Gross contracts:
50,000
Net delta shares:
277,425
Ticker:
Trade name:
Spread
Trade description:

sold 20,000 05/15/2020 $105.0 p $0.81

bought 20,000 05/15/2020 $115.0 p $2.19

Net vega:
96,400
Net std vega:
277,650
Net contracts:
0
Gross vega:
432,400
Gross std vega:
1,245,391
Gross contracts:
40,000
Net delta shares:
-328,400
Ticker:
Trade name:
Spread
Trade description:

sold 20,000 04/17/2020 $5.0 p $0.59

bought 20,000 05/15/2020 $5.0 p $0.92

Net vega:
5,400
Net std vega:
385
Net contracts:
0
Gross vega:
21,400
Gross std vega:
76,804
Gross contracts:
40,000
Net delta shares:
47,310
Ticker:
Trade name:
Calendar put roll
Trade description:

sold 12,447 04/17/2020 $41.0 p $7.33

bought 12,447 05/15/2020 $26.0 p $0.73

bought 12,447 05/15/2020 $30.0 c $4.85

Net vega:
71,195
Net std vega:
205,059
Net contracts:
12,447
Gross vega:
71,197
Gross std vega:
205,060
Gross contracts:
37,341
Net delta shares:
1,969,240
Ticker:
Trade name:
Spread
Trade description:

sold 10,000 04/17/2020 $4.0 p $0.46

bought 20,000 04/17/2020 $3.5 p $0.22

Net vega:
2,800
Net std vega:
13,374
Net contracts:
10,000
Gross vega:
9,200
Gross std vega:
43,941
Gross contracts:
30,000
Net delta shares:
-92,500
Ticker:
Trade name:
Trades with stock
Trade description:

sold 30,000 05/15/2020 $5.0 p $0.91

sold 1,410,000 shares at $4.62

Net vega:
-19,800
Net std vega:
-57,027
Net contracts:
-30,000
Gross vega:
19,800
Gross std vega:
57,028
Gross contracts:
30,000
Net delta shares:
203,400
Ticker:
Trade name:
Trades with stock
Trade description:

sold 7,000 05/01/2020 $200.0 p $2.53

bought 14,000 05/01/2020 $220.0 p $5.3

sold 7,000 05/01/2020 $240.0 p $10.06

sold 40,000 shares at $250.0

Net vega:
13,089
Net std vega:
45,659
Net contracts:
0
Gross vega:
593,390
Gross std vega:
2,069,789
Gross contracts:
28,000
Net delta shares:
960
Ticker:
Trade name:
Calendar put roll
Trade description:

sold 15,000 04/17/2020 $190.0 p $0.57

sold 5,000 09/18/2020 $140.0 p $2.13

bought 5,000 09/18/2020 $210.0 p $12.44

Net vega:
97,850
Net std vega:
-119,346
Net contracts:
-15,000
Gross vega:
400,450
Gross std vega:
849,498
Gross contracts:
25,000
Net delta shares:
-46,780
Ticker:
Trade name:
Spread
Trade description:

sold 7,600 08/21/2020 $5.0 p $1.35

bought 15,200 08/21/2020 $4.0 p $0.75

Net vega:
10,412
Net std vega:
16,693
Net contracts:
7,600
Gross vega:
19,988
Gross std vega:
32,046
Gross contracts:
22,800
Net delta shares:
-118,484
Ticker:
Trade name:
Trades with stock
Trade description:

bought 7,500 12/18/2020 $120.0 c $7.69

sold 15,000 12/18/2020 $150.0 c $0.77

sold 187,500 shares at $109.0

Net vega:
90,675
Net std vega:
107,230
Net contracts:
-7,500
Gross vega:
479,175
Gross std vega:
566,657
Gross contracts:
22,500
Net delta shares:
1,350
Ticker:
Trade name:
Trades with stock
Trade description:

sold 21,000 06/19/2020 $4.0 p $0.7

sold 735,000 shares at $4.24

Net vega:
-15,330
Net std vega:
-32,951
Net contracts:
-21,000
Gross vega:
15,330
Gross std vega:
32,951
Gross contracts:
21,000
Net delta shares:
6,930
Ticker:
Trade name:
Spread
Trade description:

bought 5,000 05/15/2020 $221.0 p $8.189

sold 15,000 04/17/2020 $190.0 p $0.723

Net vega:
51,299
Net std vega:
-2,699
Net contracts:
-10,000
Gross vega:
210,000
Gross std vega:
755,291
Gross contracts:
20,000
Net delta shares:
-58,396
Ticker:
Trade name:
Trades with stock
Trade description:

sold 10,000 04/17/2020 $28.0 p $0.33

bought 10,000 06/19/2020 $32.23 p $2.5

bought 310,000 shares at $32.89

Net vega:
46,700
Net std vega:
64,657
Net contracts:
0
Gross vega:
73,900
Gross std vega:
194,570
Gross contracts:
20,000
Net delta shares:
-42,516
Ticker:
Trade name:
Put fly
Trade description:

bought 5,000 04/17/2020 $145.0 p $0.88

sold 10,000 04/17/2020 $155.0 p $1.58

bought 5,000 04/17/2020 $165.0 p $2.84

Net vega:
2,600
Net std vega:
12,418
Net contracts:
0
Gross vega:
155,800
Gross std vega:
744,139
Gross contracts:
20,000
Net delta shares:
-13,809
Ticker:
Trade name:
Spread
Trade description:

sold 10,000 06/19/2020 $60.0 p $1.583

bought 10,000 06/19/2020 $70.0 p $3.16

Net vega:
49,200
Net std vega:
105,754
Net contracts:
0
Gross vega:
215,800
Gross std vega:
463,857
Gross contracts:
20,000
Net delta shares:
-171,600
Ticker:
Trade name:
Spread
Trade description:

sold 10,000 05/01/2020 $62.0 p $1.08

bought 10,000 05/01/2020 $70.0 p $2.09

Net vega:
25,100
Net std vega:
87,551
Net contracts:
0
Gross vega:
108,900
Gross std vega:
379,851
Gross contracts:
20,000
Net delta shares:
-146,229
Ticker:
Trade name:
Spread
Trade description:

sold 10,000 01/15/2021 $180.0 c $5.7

bought 10,000 01/15/2021 $200.0 c $3.65

Net vega:
-139,700
Net std vega:
-156,998
Net contracts:
0
Gross vega:
809,700
Gross std vega:
909,959
Gross contracts:
20,000
Net delta shares:
-93,736