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Volumes And Put/Call Ratio Up
What I have below are the average levels in these three indicies versus today’s move. The most interesting was indeed the IWM put activity, as it’s seeing the most interested buyers of protection. IWM avg put volume in October 515,000 and ratio of puts to calls 2.2:1 today 3:1 and 200,000 puts […]
By Jon Najarian · November 15, 2017
What I have below are the average levels in these three indicies versus today’s move. The most interesting was indeed the IWM put activity, as it’s seeing the most interested buyers of protection.
IWM avg put volume in October 515,000 and ratio of puts to calls 2.2:1 today 3:1 and 200,000 puts
QQQ avg put volume in October 515,000 and ratio of puts to calls 1.76:1 today 2.3:1 and 200,000 puts
SPY avg put volume in October 1,500,000 and ratio of puts to calls 1.6:1 today 1.9:1 and 850,000 puts
VIX is $12.7 up $1.08 went slightly into backwardation (spot higher than futures) but has backed off now basically on par with futures out to Dec 27th expiration.