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US VIX Options

EQUITIES
  • There's been report of large VIX Sep and Oct 75 call buyer last week, bought in over 100k.
  • Looking at Open interest for this strike, the Sep (126 days to expiry) stands at ~123.5k.
  • The Oct 75 call (154d to expiry), sees ~254.8k OI.
Looking at shorter term, and the June expiry (28 days to go), most of the bulk is in Puts.
  • 25 put ~106k OI
  • 24 put ~154k OI
  • 23 put ~117k OI
  • 22 put ~126k OI
  • 21 put ~130k OI
  • 20 put ~111k OI

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