Wednesday, December 14, 2011

Susquehanna Sees VIX Call Spread Buyers (VIX; VXX)

I've mentioned that Susquehanna's parent company, Susquehanna International Group is probably the largest privately held options trading firm in the world.
So I listen when they talk, although sometime you have to figure out which side of the trade they're on.
Here's a quick hit from MarketBeat:

Oh, There You Are, VIX Buyers
...Traders are buying January and February call “spreads” that profit should January and February VIX futures settle much above 37.50, according to Susquehanna....MORE