Long $F - quick breakout on May 29 calls >>3668 F May20 29th 6.0 Calls trade $0.08 (FT Theo=0.07) ASKSIDE CBOE 11:44:08 IV=67.9% +5.8 AUCTION Vol=8446, OI=8075, Delta=25%, Impact=92k/$514k, Vega=$965 F=5.58 Ref Detail >>3668 F May20 29th 6.0 Calls trade $0.08 (FT Theo=0.07) ASKSIDE CBOE 11:44:08 IV=67.9% +5.8 AUCTION Vol=12k, OI=8075, Delta=25%,...
Long $EWZ - hard to believe considering all things. But someone just bought heaps of Calls June 30 >>27000 EWZ Jun20 30th 27.0 Calls trade $0.47 (FT Theo=0.45) ASKSIDE CBOE 11:22:18 IV=43.2% +3.4 CROSS - OPENING Vol=27k, OI=244, Delta=25%, Impact=672k/$16.5m, Vega=$61k EWZ=24.56 Ref Detail