Archive for October, 2009
Posted on October 30th, 2009 4:20 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
BAC |
Bank of America Corporation |
538,087 |
53.4% |
46.6% |
$14.58 |
-1.15 |
C |
Citigroup Inc |
531,298 |
50.5% |
49.5% |
$4.09 |
-0.22 |
AAPL |
Apple Inc |
385,091 |
62.3% |
37.7% |
$188.5 |
-7.85 |
HGSI |
Human Genome Sciences Inc |
220,323 |
65.8% |
34.2% |
$18.69 |
-1.28 |
JPM |
JP Morgan Chase and Co |
187,933 |
50.8% |
49.2% |
$41.77 |
-2.58 |
GE |
General Electric Company |
185,353 |
61.5% |
38.5% |
$14.26 |
-0.61 |
RIMM |
Research In Motion Ltd |
154,524 |
55.4% |
44.6% |
$58.73 |
-2.63 |
INTC |
Intel Corporation |
154,191 |
62.2% |
37.8% |
$19.11 |
-0.11 |
GS |
Goldman Sachs Group Inc |
148,751 |
50.8% |
49.2% |
$170.17 |
-8.41 |
F |
Ford Motor Company |
141,421 |
88.5% |
11.5% |
$7 |
-0.30 |
Posted on October 30th, 2009 3:00 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
PKG |
Packaging Corp |
9,046 |
21 |
430.76 |
0.23 |
FOE |
Ferro Corp |
5,363 |
72 |
74.49 |
5.25 |
CRS |
Carpenter Technology Corp |
4,080 |
75 |
54.40 |
0.98 |
RVSN |
Radvision Ltd |
5,000 |
136 |
36.76 |
4.00 |
EAC |
Encore Acquisition Company |
2,582 |
106 |
24.36 |
0.90 |
UFS |
Domtar Corporation |
2,726 |
133 |
20.50 |
0.44 |
ZLC |
Zale Corp |
6,107 |
583 |
10.48 |
1.38 |
VMED |
Virgin Media Inc |
6,863 |
730 |
9.40 |
0.86 |
CY |
Cypress Semiconductor Corp |
7,660 |
866 |
8.85 |
1.48 |
CS |
Credit Suisse Group |
2,727 |
312 |
8.74 |
0.64 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on October 30th, 2009 2:10 pm
Expedia (EXPE) is down $1.54 to $22.76 and has suffered a four-day 14.1 percent slide, even after the company reported better-than-expected earnings and revenues yesterday. In the options market, Bearish activity was detected in Expedia, with 10147 puts trading, or 8x the recent avg daily put volume. The top trade is 1352 Jan10 puts at the 20 line for 90 cents. 5045 traded, 57 percent trading ask-side. April and Nov 22.5 puts are seeing interest as well. Implied vols are up to 47, from about 42 late yesterday.
Posted on October 30th, 2009 12:00 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
FOE |
Ferro Corp |
5,102 |
64 |
79.72 |
5.25 |
EMN |
Eastman Chemical Co |
4,088 |
125 |
32.70 |
0.43 |
CMCSA |
Comcast Corporation |
10,871 |
352 |
30.88 |
1.01 |
CY |
Cypress Semiconductor Corp |
4,362 |
172 |
25.36 |
1.48 |
EP |
El Paso Corp |
2,505 |
118 |
21.23 |
0.29 |
ZLC |
Zale Corp |
5,085 |
267 |
19.04 |
1.38 |
HBC |
HSBC Holdings PLC |
3,767 |
274 |
13.75 |
1.56 |
MCO |
Moodys Corp |
4,032 |
300 |
13.44 |
2.25 |
OC |
Owens Corning Inc |
2,797 |
394 |
7.10 |
1.08 |
ITW |
Illinois Tool Works Inc |
6,767 |
978 |
6.92 |
1.02 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on October 30th, 2009 11:30 am
A couple of bearish trades in the chip sector: Advanced Micro (AMD) is down 12 cents to $4.81 and one player buys 17K Jan10 puts at the $4 strike for an average of 24 cents. 19K now traded. It might close. Open interest is 21K. A few minutes before that, the Intel (INTC) Jan11 12.5 – 22.5 risk reversal trades at 76 cents, 4200. The investor sold calls, bought puts. INTC is up a penny to $19.23.
Posted on October 30th, 2009 11:00 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
BAC |
Bank of America Corporation |
94,940 |
43.5% |
56.5% |
$15.33 |
-0.40 |
LVS |
Las Vegas Sands Corp |
69,969 |
62.9% |
37.1% |
$15.7775 |
+1.02 |
AAPL |
Apple Inc |
69,771 |
57.3% |
42.7% |
$195.08 |
-1.27 |
C |
Citigroup Inc |
56,325 |
70.6% |
29.4% |
$4.2175 |
-0.09 |
HGSI |
Human Genome Sciences Inc |
50,376 |
69.7% |
30.3% |
$20 |
+0.03 |
JPM |
JP Morgan Chase and Co |
48,857 |
53.8% |
46.2% |
$43.21 |
-1.14 |
F |
Ford Motor Company |
44,683 |
98.3% |
1.7% |
$7.2 |
-0.10 |
CIT |
CIT Group Inc |
41,062 |
69.7% |
30.3% |
$0.8116 |
-0.14 |
YRCW |
YRC Worldwide Inc |
35,729 |
52.1% |
47.9% |
$3.73 |
-0.33 |
GS |
Goldman Sachs Group Inc |
33,436 |
47.1% |
52.9% |
$176.21 |
-2.37 |
Posted on October 30th, 2009 9:48 am
Apple shares are off 60c to $197.75 saw the Janaury $175/$230 straddle trade 1,000 times. Looks like an opening buyer paid $6.80 for the straddle. Implied volatility in has slipped near 52-weak low around 31%.
Posted on October 30th, 2009 9:37 am
Manitowic shares are off 4% to $9.80 after the equipment maker posted a loss in line with expectations. But looks like one strategist is scooping up some put protection ahead of the company’s 10:00ET conference call as 1,000 of the Nov. $10 puts were lifted at the 80c asking price.
Posted on October 29th, 2009 4:20 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
C |
Citigroup Inc |
589,759 |
68.1% |
31.9% |
$4.31 |
+0.23 |
BAC |
Bank of America Corporation |
291,854 |
61.2% |
38.8% |
$15.73 |
+0.72 |
AAPL |
Apple Inc |
256,815 |
61.0% |
39.0% |
$196.35 |
+3.95 |
WFT |
Weatherford International Ltd |
137,858 |
46.5% |
53.5% |
$17.87 |
+0.07 |
LVS |
Las Vegas Sands Corp |
127,886 |
69.1% |
30.9% |
$14.76 |
+1.59 |
GE |
General Electric Company |
127,876 |
60.5% |
39.5% |
$14.87 |
+0.45 |
HGSI |
Human Genome Sciences Inc |
127,141 |
80.3% |
19.7% |
$19.97 |
+1.96 |
MOT |
Motorola Inc |
116,583 |
93.1% |
6.9% |
$8.74 |
+0.78 |
AA |
Alcoa Inc |
110,152 |
82.2% |
17.8% |
$13 |
+1.07 |
INTC |
Intel Corporation |
109,002 |
71.1% |
28.9% |
$19.22 |
+0.19 |
Posted on October 29th, 2009 3:00 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
LEG |
Leggett and Platt Inc |
3,112 |
20 |
155.60 |
1.42 |
FOE |
Ferro Corp |
2,615 |
45 |
58.11 |
3.48 |
PBI |
Pitney Bowes Inc |
3,350 |
92 |
36.41 |
0.40 |
CA |
CA Inc |
2,949 |
100 |
29.49 |
2.59 |
ERIC |
LM Ericsson Telephone Company |
16,623 |
572 |
29.06 |
1.41 |
ALTR |
Altera Corp |
9,685 |
615 |
15.75 |
0.96 |
HERO |
Hercules Offshore Inc |
2,921 |
189 |
15.46 |
0.35 |
AMTD |
TD Ameritrade Holding Corporation |
2,736 |
226 |
12.11 |
0.74 |
CNW |
Con Way Inc |
3,333 |
278 |
11.99 |
1.18 |
RDC |
Rowan Companies Inc |
20,462 |
1,879 |
10.89 |
0.97 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume