Big volatility options trade points to mystery investor '50 Cent'

Discussion in 'Options' started by ajacobson, Jan 29, 2020.

  1. ajacobson

    ajacobson

    BUSINESS NEWS
    JANUARY 29, 2020 / 12:10 AM / UPDATED 9 HOURS AGO
    Big volatility options trade points to mystery investor '50 Cent'

    April Joyner
    3 MIN READ

    NEW YORK (Reuters) - Large options trades some people have attributed to the mysterious investor known as “50 Cent” have become more profitable in recent days, as fears of the economic impact of the coronavirus injected volatility back into stock markets.


    FILE PHOTO: A trader works on the floor of the New York Stock Exchange shortly after the opening bell in New York, U.S., January 24, 2020. REUTERS/Lucas Jackson
    Earlier this month, at least one investor bought large blocks of February calls on the CBOE Volatility Index .VIX at a price of around 50 cents each.

    The calls, which increase in value when the VIX rises, would be redeemable should the VIX hit 22 by late February. Known as Wall Street’s “fear gauge,” the index typically rises when markets grow turbulent.

    The VIX ended Tuesday’s session at 16.28, down 2.74 points from yesterday’s three-month high.


    In total, there were last about 331,000 contracts open on those calls, most of which were purchased around the same price, according to options analytics provider Trade Alert.

    Pravit Chintawongvanich, equity derivatives strategist at Wells Fargo, said the transaction resembles past moves by an enigmatic investor some market participants have dubbed “50 Cent,” known for purchasing large blocks of VIX options at prices near 50 cents.

    A trader believed to be 50 Cent made similar big purchases last summer and in the months leading up to a market selloff in February 2018.

    According to Trade Alert, the VIX calls traded as high as $1.15 on Monday, so in total they could have generated some $21 million in profit if the calls were sold. However, there was “no sign of liquidation,” Trade Alert founder Henry Schwartz wrote. The calls were trading between 70 and 80 cents late Tuesday, as U.S. stock markets rebounded.


    “They would basically need a much bigger market reaction to make any meaningful profit on those trades,” Chintawongvanich said. The block trades are likely a portfolio hedge rather than a bet on a spike in volatility, he added.

    On Monday and Tuesday, at least one investor bought large blocks of March VIX calls, at 57.5 cents and 59 cents, which would require the index to reach 28 before they could be redeemed. Outside of those trades, it was not evident that investors are loading up on downside protection at this point.

    “When the VIX stays below 17, that’s pretty sedate,” said Jim Carney, CEO of hedge fund Parplus Partners.
     
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  3. Overnight

    Overnight

     
  4. .sigma

    .sigma

    50 is a smart man, and his investments are usually very lucrative.

    I always wondered what would happen if someone like 50 learned to trade well and used his capital to grow it more.
     
  5. MKTrader

    MKTrader

    Being street smart and having musical success (but zero talent, like all rappers) isn't correlated to being a good trader.
     
  6. ajacobson

    ajacobson

    From Trade Alert


    VIX Call sale in CBOE VIX appears to unwind recent '50 cent' trade for $7M gain. Block of 100K Feb 22 calls were sold this afternoon for $1.20 as Feb futures traded 18.50 and the SP500 was down 1.5% on the day near $3222. Trade likely unwinds a position opened two weeks ago when the well-known '50 cent' call trader began buying blocks of similar size in the 49c range. Data shows nearly 250K Feb 22 calls, 150K Feb 23 calls, and 100K each of the Feb 25 and March 28 calls - all in the 50 to 60c price range. Today's partial exit takes 144%, or $7.1M, off the table, while leaving some 500K contracts open in anticipation of further volatility as the market braces for impeachment and coronavirus news, as well as earnings from
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