220,000 QQQ put trade

T

Trajan

Large volume in the QQQ April and May 22 put, approx. 220,000 contracts in each strike) has skewed the put/call reading. Last time we saw this was in February with the purchase of 75,000 QQQ call options. It took a few days for the p/c numbers to realgn so we should keep that in mind. I hope this spread/hedge works better than that bullish bet did.
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Anybody know anythings about these trades? Was it done as a spread? At what prices?
 
there is no way to know unless you know the people that did the transaction. All you really know is whether or not the open interest increased.
 
Quote from MondoTrader:

there is no way to know unless you know the people that did the transaction. All you really know is whether or not the open interest increased.
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They would print it on an exchange, probably the ISE. Although, it seams like this isn't true at times. Still, if people know about it, the prints exists.
 
Quote from Trajan:

I would look for it myself but my T&S sucks.
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Here you go Trajan:

T&S for April 22 QQQ puts

12:40:06 8000 0.05 + CBOE
12:39:45 9000 0.05 + CBOE
12:39:18 9000 0.05 + CBOE
12:39:03 9000 0.05 + CBOE
12:38:45 9000 0.05 + CBOE
12:38:30 9000 0.05 + CBOE
12:38:15 9000 0.05 + CBOE
12:37:57 9000 0.05 + CBOE
12:37:42 9000 0.05 + CBOE
12:37:27 9000 0.05 + CBOE
12:37:09 9000 0.05 + CBOE
12:36:57 9000 0.05 + CBOE
12:36:42 9000 0.05 + CBOE
12:36:27 9000 0.05 + CBOE 12:12:30 5000 0.05 + AMEX
12:12:24 9999 0.05 + AMEX
12:12:15 1 0.05 + AMEX
12:12:09 9999 0.05 + AMEX
12:12:03 1 0.05 + AMEX
12:11:51 9999 0.05 + AMEX
12:11:42 1 0.05 + AMEX
12:11:36 9999 0.05 + AMEX
12:11:30 1 0.05 + AMEX
12:11:21 9999 0.05 + AMEX
12:11:12 1 0.05 + AMEX
12:11:06 9999 0.05 + AMEX
12:11:00 1 0.05 + AMEX
12:10:54 9999 0.05 + AMEX
12:10:45 1 0.05 + AMEX
12:10:39 9999 0.05 + AMEX
12:10:33 1 0.05 + AMEX
12:10:27 9999 0.05 + AMEX
12:10:18 1 0.05 + AMEX
12:10:06 9999 0.05 + AMEX
12:09:57 1 0.05 AMEX
 
This is lunch time T&S for May 22 puts


12:39:03 500 0.25 + CBOE
12:33:15 300 0.25 + CBOE
12:31:51 200 0.25 + CBOE
12:31:48 500 0.25 + CBOE
12:31:18 500 0.25 + CBOE
12:30:45 6000 0.25 + CBOE
12:30:21 9000 0.25 + CBOE
12:30:06 9000 0.25 + CBOE
12:29:51 9000 0.25 + CBOE
12:29:36 9000 0.25 + CBOE
12:29:18 9000 0.25 + CBOE
12:29:00 9000 0.25 + CBOE
12:27:12 580 0.25 + CBOE
12:18:57 1000 0.25 + CBOE
12:18:45 9000 0.25 + CBOE
12:18:12 8500 0.25 + CBOE
12:16:33 5000 0.25 + CBOE
12:12:27 2000 0.25 + CBOE
12:11:06 3000 0.25 + CBOE
12:10:54 10 0.25 + AMEX
12:10:51 1000 0.25 + CBOE
12:10:48 9999 0.25 + AMEX
12:10:39 9999 0.25 + AMEX
12:10:30 9999 0.25 + AMEX
12:10:21 9999 0.25 + AMEX
12:10:15 9999 0.25 + AMEX
12:10:03 2000 0.25 + CBOE
12:10:03 9999 0.25 + AMEX
12:09:54 1000 0.25 + CBOE
12:09:51 9999 0.25 + AMEX
12:09:42 9999 0.25 + AMEX
12:09:27 9999 0.25 + AMEX
12:09:15 1000 0.25 + CBOE
12:09:15 9999 0.25 + AMEX
12:09:12 500 0.25 + CBOE
12:07:39 2000 0.25 CBOE
 
Thanks Optionsplayer,

I've been thinking about this trade all afternoon, it's driving me nuts. Looks like the customer bought the time spread and sold some extra Aprils to pay for it. I would take the other side of that trade for a .20 credit. Who do I have to call to get shows?

When I went through the different scenarios from a MM perspective, buying this spread was the least attractive IMO. My market at the time would have been .10 bid at .20.
 
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