In November we exposed the market's ability to levitate magically when exchanges - most notably CBOE - break [4]. Today we get another glimpse of the new paranormal. While the official CBOE site is not exposing it, numerous traders noted that CBOE options data was not being disseminated from around the open to shortly after 1030ET this morning. That 'coincidentally' occurred as NASDAQ ramped almopst unabated to 5000 (as VIX was clubbed from 13.9 to 13.1)...
Reports from traders about lack of options data being disseminated to their trading platforms coincided perfectly with the ramp in Nasdaq and plunge in VIX...
[5]
[6]
CBOE seems unwilling to admit that the issues started earlier...
[7]
Welcome to the new paranormal.
