| Volatility & Flows Commentary |
| ClearPort Flows (As of 6-23-14 Close) |
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Symbol |
Quantity |
Strike |
Structure |
Price |
Ivol |
Hedge Month |
Futures |
Delta |
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OGZ4 |
150 |
1500 |
Calls |
6.00 |
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GCZ4 |
1316.00 |
0.08 |
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OGU4 |
750 |
1375 |
Calls |
7.50 |
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GCV4 |
1316.00 |
0.18 |
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OGX4 |
300 |
1320 |
Straddle |
79.40 |
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GCZ4 |
1318.50 |
ref |
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OGM5 |
140x350 |
1400/1750 |
Call Spread 1x2.5 |
26.00 |
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GCM5 |
1317.00 |
0.25 |
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OGZ4 |
150 |
1400 |
Calls |
17.10 |
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GCZ4 |
1317.00 |
0.22 |
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SOQ4 |
230 |
19.5 |
Calls |
1.458 |
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SIU4 |
20.90 |
0.90 |
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SOV4 |
80 |
22.25 |
Calls |
0.422 |
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SIZ4 |
20.91 |
ref |
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SOU4 |
200 |
22 |
Calls |
0.35 |
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SIU4 |
20.86 |
0.24 |
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PAOU4 |
100 |
770 |
Puts |
5.700 |
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PAU4 |
819.00 |
ref |
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PAOU4 |
150 |
770 |
Puts |
6.500 |
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PAU4 |
819.00 |
ref |
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PLOU4 |
100 |
1450 |
Calls |
33.00 |
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PLV4 |
1449.00 |
0.50 | |
| Straddle Runs & Skew Summary |
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| updated Monday, June 23, 2014 7:29:53 PM GMT |