Replies to post #26 on Volatility Arbitrage (ARB)

[dr_praeses]

yesterdays most active contracts:

CBOE MOST ACTIVE CLASSES
CLASS VOLUME HIGH SERIES VOLUME LAST SALE CHANGE
SXZ 748,589 P Sep 1475 63,244 66.00 + 14.00
IOW 347,103 P Aug 77 38,785 1.43 + .57
SFB 285,520 P Aug 144 26,500 1.85 + .80
QQQ 238,695 P Aug 48 32,732 1.21 + .46
SXY 154,011 P Aug 1375 32,008 1.70 + .50
VIX 117,743 C Sep 25 18,136 3.30 + .80
SXM 108,437 C Sep 1500 20,888 13.00 - 7.70
OEY 84,080 C Aug 690 8,806 .30 - 1.00
GPY 78,699 P Aug 230 9,620 60.50 + 9.80
SYH 74,257 C Sep 153 20,081 .75 - .48
EMC 73,850 C Aug 19 16,614 .15 - .50
APV 64,166 P Aug 145 22,005 21.00 + 4.72
CFC 58,936 P Aug 35 8,807 10.62 + 2.02
RUT 55,999 C Aug 800 6,796 .80 - 2.30
SPT 52,316 P Sep 1150 27,231 2.60 - .40
HD 51,934 P Aug 40 12,751 6.30 + 1.70
LES 50,611 P Aug 75 20,231 21.30 + 7.68
IQQ 35,529 P Sep 80 17,000 4.60 + .95
DAW 34,361 C Aug 133 4,427 .30 - .70
WMT 33,027 C Sep 45 4,962 .90 - 1.40
DJW 30,428 C Aug 128 10,056 2.85 - 2.25
MNX 30,086 P Dec 165 9,500 2.50 + .40
MZX 29,254 P Sep 192 1/2 11,930 6.00 + .40
EEM 28,073 P Sep 135 6,754 11.00 + 2.10
NDY 26,173 P Aug 1875 3,747 6.00 + 2.10
SZP 25,814 P Sep 1250 8,542 8.20 + 2.80
GOP 24,642 P Aug 540 4,067 31.40 + 5.50
OEZ 24,456 C Aug 705 8,828 .05 - .15
RFY 23,788 C Aug 210 3,702 2.35 - 3.15
EUS 22,076 P Aug 15 5,131 .70 + .50
DHI 21,650 P Aug 25 10,100 8.45 + 2.25
TMA 21,429 C Aug 12 1/2 2,845 .10 - 2.90
C 21,181 C Aug 45 4,270 1.20 - .79
UQQ 19,797 P Jun 50 2,551 4.50 + .28
ANQ 19,632 C Aug 22 1/2 4,143 .25 - .20
CYQ 19,600 C Aug 32 1/2 4,875 .05
AAO 19,175 P Aug 40 2,401 2.26 + .76
BZH 18,595 P Aug 20 4,668 8.70 + 1.10
AMR 18,411 P Aug 30 13,031 6.82 + .62
IQZ 17,655 C Sep 88 17,250 .13 - .11
XLF 16,894 P Sep 33 3,809 2.00 + .47
MVR 16,288 C Dec 177 1/2 2,950 7.35
BVD 14,994 P Aug 110 2,044 5.40 + 1.80
UMU 14,412 P Aug 50 12,422 17.60 + 1.40
BBY 14,190 C Jan 55 3,494 .60 - .30
RIO 14,008 C Sep 50 2,135 .45 - .60
BAC 13,918 P Aug 47 1/2 4,162 .55 + .25
IGS 13,565 P Aug 35 13,010 11.82 + .62
AA 13,550 C Aug 35 3,120 .60 - .45
QFW 13,237 P Aug 5 2,134 .55 - .20
FCX 13,001 C Feb 90 1,503 8.60 - 2.10
VBY 12,186 C Jan 40 8,925 9.50 - 1.70
OIH 11,725 P Aug 170 3,339 2.70 + .60
KO 11,631 C Sep 55 2,556 .95 - .27
ZQN 11,569 C Aug 75 1,744 .65 - .65
ODL 11,301 P Aug 175 4,463 5.35 + .83
DJY 10,831 C Sep 140 3,018 .40 - .35
DIW 10,808 P Sep 70 5,177 1.27 + .32
XLB 10,363 P Aug 39 7,375 .95 + .20
IMB 10,283 P Oct 17 1/2 889 3.90 + .30
TLT 10,057 C Sep 88 5,027 .55 + .15
GE 9,912 P Aug 37 1/2 1,922 .34 + .04
MER 9,787 P Aug 70 1,290 .90 + .25
AIG 9,699 P Nov 60 1,457 2.64 + .64
MO 9,552 P Sep 65 3,243 1.55 - .03