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To: Mr. Aloha who wrote (65279)2/4/2003 11:28:38 AM
From: Paul Shread  Read Replies (1) | Respond to of 209892
 
Edit: 30,000 2005 QQQ puts so far today:

quotes.nasdaq.com



To: Mr. Aloha who wrote (65279)2/4/2003 12:32:40 PM
From: Mr. Aloha  Read Replies (1) | Respond to of 209892
 
I show over 100,000 volume on each of the '05 45 puts and '05 55 puts, which mostly came in around 11:30am, when I edited the post I'm replying to. Hard to tell if it's adding to the position or closing it out. We'll see what the OI looks like tomorrow.

Also, apparently these #'s aren't completely reflected in the CBOE #'s, which had less than 200,000 puts total for the day at that time. They must have used different exchanges for at least part of the trade. Thus, it's hard to say what the underlying put/call activity looks like.

For some reason, I get yesterday's volume showing up as today's volume (thus showing well over 200k volume on each strike) on my data feed, rather than Open Interest. Does anyone show yesterday's volume on these strikes as OI instead? Thanks...

Aloha