Trade Alert SPX

Discussion in 'Options' started by ETJ, Sep 27, 2019.

  1. ETJ

    ETJ

    TradeAlert
    · 16 mins ·

    $10B notional is big, even for $SPX.
    Largest trade in SPX this month was executed this morning as a buyer paid $2.60 for 35K Oct 18th (PM expiry) 2700 puts at 11:30ET, as Dec futures traded $2984.50. Premium exceeds $9M and the block opens a three week position that is currently struck 8.6% below spot, with notional value near $10.5 billion. Heading into the close with futures nearly $25 below the buyer's entry point, these contracts are trading near $4.85 - a gain of 86%, just under $8M in 4 hours.

    71206634_10156597860418170_521877258479075328_n.png
     
    misti and ffs1001 like this.
  2. ensemble

    ensemble

    SPX(AM) Oct18 2,700.00 - 16 days
    Last 6.96
    Change 2.91