Archive for October 16th, 2009

Option Volume Leaders as of 4:20 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg BAC Bank of America Corporation 632,784 64.3% 35.7% $17.26 -0.84 C Citigroup Inc 622,317 58.2% 41.8% $4.59 -0.16 GE General Electric Company 451,896 57.6% 42.4% $16.08 -0.71 GOOG Google Inc 270,558 61.7% 38.3% $549.85 +19.94 AAPL Apple Inc 253,891 71.5% 28.5% $188.05 -2.51 INTC Intel Corporation [...]

October 16, 2009 | 3 Comments More

ProShares UltraShort QQQ (QID) $22.20 +0.86%

Proshares Ultra Short QQQ (QID) is up 15 cents to $22.16 and options volume is running 2X the average daily. 21K contracts traded. The action includes 5000 Nov 21 – 24 strangles sold for $1.28, 5000X. It looks like a bet that the QID will stay between $19.72 and $25.28 through the November expiration, which [...]

October 16, 2009 | 0 Comments More

Micron Technology Inc (MU) $7.97 -7.86%

Micron Technology (MU) is down 69 cents to $7.96 and options activity is running 2X the averege daily on increasing call activity. 37K contracts traded, compared to 12K puts. Recent trades include several lots of Nov 8 and 9 calls at the offer for 55 cents and 20 cents, respectively. Nov 9s are the most [...]

October 16, 2009 | 0 Comments More

Pfizer Inc (PFE) $17.79 +0.74%

Pfizer (PFE) is up 13 cents to $17.79 and options volume is running 2X the average daily, with 74K calls and 46K puts traded on the session. Oct and Nov 17 puts are the most actives and included some spread buyers, paying 32 cents, 5000X in morning action, and probably rolling bullish positions from one [...]

October 16, 2009 | 3 Comments More

Put/Call Ratio Leaders* as of 3:00 PM

Symbol Name Puts Calls RealTime P/C Avg P/C SONS Sonus Networks Inc 2,619 20 130.95 1.51 VMED Virgin Media Inc 20,942 234 89.50 0.69 ALGT Allegiant Travel Company 3,624 259 13.99 1.74 CECO Career Education Corp 3,040 254 11.97 0.35 HUM Humana Inc 8,637 1,098 7.87 1.20 BCSI Blue Coat System 3,770 528 7.14 0.58 [...]

October 16, 2009 | 0 Comments More

Harley Davidson Inc (HOG) $28.05 +1.30%

Active trading continues in Harley Davidson (HOG). 12K calls and 6,670 puts of new open interest were created following a day of active trading yesterday. Today, shares are up 37 cents to $28.06 and touched a new 52-week high. Options volume is running 2X the average daily, with another 28K calls and 7,122 puts traded. [...]

October 16, 2009 | 0 Comments More

Brigham Exploration Co (BEXP) $10.39 +6.13%

Bullish flow detected in Brigham Exploration (BEXP), an Austin, TX oil and gas company, with 4456 calls trading, or 5x the recent avg daily call volume. Shares are up 58 cents to $10.37 and, while Oct 10 calls are the most actives, Nov 10 and 12.5 calls are seeing interest as well. Implied volatility (average) [...]

October 16, 2009 | 0 Comments More

Intercontinental Exchange Inc (ICE) $103.64 +5.48%

Intercontinental Exchange (ICE) is bucking the bearish trend Friday. Shares are up $5.42 to $103.67 after Keefe Bruyette analysts upgraded the stock to Outperform from Market Perform and raised their price target to $120 from $103 (also raised CME to Outperform and raised and price target to $360 from $296 on expectations for strong derivatives [...]

October 16, 2009 | 1 Comment More

CBOE Volatility Index (.VIX) $21.83 +0.51%

CBOE Volatility Index (.VIX) is up .23 to 21.95 and the Nov 25 – 30 call ratio spread trades 10000X. 45 cents was collected, as the 25s were sold — perhaps a closing trade.

October 16, 2009 | 0 Comments More

Moodys Corp (MCO) $23.60 -1.50%

Big Prints in Moody’s (MCO) after a strategist collected 22 cents on the Oct 25 – Nov 22.5 put spread, 13000X. Shares are down 37 cents to $23.59 and this likely a roll out one month and down in strike prices, with the investor looking to extend a bearish view on the credit rating agency [...]

October 16, 2009 | 0 Comments More
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