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Plummeting Volatility Gauges Mask Lingering Fears in Options; Some Soros Fund holdings may profit if stocks fall – SEC filings; Massachusetts regulator investigates trade order ‘kickbacks’ Newsletter,Options

scared, ghosts

Lead Stories Plummeting Volatility Gauges Mask Lingering Fears in Options Luke Kawa – Bloomberg The sharp drop in volatility may hide the extent to which U.S. stock market fears still persist. So says Macro Risk Advisors head of derivatives strategy Pravit Chintawongvanich, who has zeroed in on September VIX call options with a strike price of 20 to show that there are still concerns about a sharp selloff in the near future. ***JB: Bloomberg chart suggesting something similar. Some Soros Fund holdings may profit if stocks fall: SEC filings Trevor Hunnicut – Reuters Soros Fund Management LLC, whose billionaire…

Multi-Asset Trading Now in Vogue for the Buy Side?; Exploring the Rare Action in the S&P 500 Put / Call Ratio; Bets surge on WTI playing catch-up with Brent price Newsletter

Observations & Insight EDITOR’S NOTE: JLN Options is happy to have Henry Schwartz, President of Trade Alert, as a guest editor this week. Building Blocks Henry Schwartz – Trade Alert The flip side of smart-routed sweeps we discussed yesterday is high-touch institutional block trading. While fragmentation and automation are primary features of our market at the exchange level, hedge funds and pension managers care very little about maker-taker fee models and rebates – they simply want efficient executions and a smooth trading experience. Today’s chart breaks total single-stock option volume by order size. The top line is 10 lots and…