Replies to post #19 on Volatility Arbitrage (ARB)

[dr_praeses]

yesterday ~ interesting ~ most active contract was the SPX Aug1475c which is way way way OTM... ~ 51,419 in volume

also substantial volume in there too today...

yesterday also QQQQ Aug 47c ~ very high volume ~ 23,489

IWM Aug 75p (otm) was 2nd highest volume contract on Monday

[dr_praeses]

today's most active contract:

VIX Sep35c closed @ .90

volume of 35,825 vs. open interest of 12,396

total VIX volume of 287,904 it looks like...

interesting...