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| Volatility & Flows Commentary |
| ClearPort Flows (As of 6-09-14 Close) |
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Symbol |
Quantity |
Strike |
Structure |
Price |
Ivol |
Hedge Month |
Futures |
Delta |
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OGZ5 |
150 |
1285 |
Calls |
81.60 |
|
GCZ5 |
1261.00 |
0.50 |
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OGZ5 |
50 |
1285 |
Calls |
81.20 |
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GCZ5 |
1261.00 |
0.50 |
|
OGG5 |
50 |
1175 |
Puts |
26.00 |
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GCG5 |
1257.00 |
0.20 |
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OGZ4 |
150x300x150 |
1300/1500/1700 |
Call Fly |
22.10 |
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GCZ4 |
1256.00 |
0.28 |
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OGM5 |
1100x1100 |
1150/1400 |
Fence |
6.50p |
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GCM5 |
1258.00 |
0.42 |
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OGM7 |
900x900 |
1080/1630 |
Fence |
17.20p |
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GCM7 |
1281.00 |
0.36 |
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OGM7 |
500x500 |
1125/1800 |
Fence |
45.50p |
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GCM7 |
1281.00 |
0.44 |
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OGM5 |
200x400x200 |
1200/1075/950 |
Put Fly |
17.70 |
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GCM5 |
1255.00 |
0.12 |
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OGM5 |
150 |
1265 |
Straddle |
142.70 |
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GCM5 |
1255.00 |
ref |
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OGV4/OGG5 |
200x200 |
1300 |
Call Calendar |
19.60 |
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GCV4/GCG5 |
1254.1/1255 |
.30/.39 |
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OGM6 |
150 |
1400 |
Calls |
60.50 |
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GCM6 |
1263.50 |
ref |
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OGZ4 |
300x600 |
1450/1550 |
Call Spread 1x2 |
0.70 |
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GCZ4 |
1254.00 |
0.02 |
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SON4/SOQ4 |
100x50 |
18.5/18.5 |
Put Calendar Spread 1x0.5 |
0.03 |
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SIN4/SIU4 |
19.08/19.12 |
.20/.30 |
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PAON4 |
200x200 |
850/875 |
Call Spread |
5.80 |
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PAU4 |
845.00 |
0.29 | |
| Straddle Runs & Skew Summary |
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| updated Monday, June 9, 2014 7:04:47 PM GMT | |