Market Update 6.12.13

June 12, 2013

That's a 15.75 handle drop from session high. Currently we have ES -4 handles at 1623 even. Europe closed in the red, so it will be interesting to see where are markets go from here.


Spot VIX touched session highs at 17.64, and currently is at 17.53 (+2.69%). VIX Futures are now up on the day after being down at least -.35 on the morning. We are seeing another day of decent volume within the options. Our look below at the biggest.

June 17 Calls total vol 11k, with a 5k lot trading for $1.35


June 18 Call total vol 10K

June 20 Call total vol 8.8K

June 14 Put Total vol 32K, big lots here

July 21 Calls total vol 30k


USDJPY 95.6990
EURUSD 1.3335