​Daily Wrap – Artemis Expects Growth, VIX Open Interest Increases

Apple dominated the listed markets today, following the firm’s annual fall reveal of new products. The tech giant unveiled new iPhones and laid out plans for a revamped Apple TV and iPad. Apple options dominated listed flow for the rest of the day, with one investor entering a Sep 120 – Oct 115 jelly roll sold at USD5.05, 42500X and again at USD5.05, 25000X. Also in the U.S. today, we look at the increase in open interest in the VIX following the August spike, while we also talk to Artemis’ Chris Cole on the performance of his long vol tail risk strategy.