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MP3 File
Objective Real Time Market Intelligence
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MP3 File
| Symbol | Name | Contracts | Calls | Puts | Spot (Delayed) | Spot Chg |
|---|---|---|---|---|---|---|
| BAC | Bank of America Corporation | 309,533 | 90.8% | 9.2% | $15.1605 | -0.09 |
| AAPL | Apple Inc | 241,022 | 66.8% | 33.2% | $211 | +1.96 |
| C | Citigroup Inc | 187,184 | 74.3% | 25.7% | $3.335 | -0.01 |
| DE | Deere and Co | 167,059 | 98.4% | 1.6% | $55.78 | -0.55 |
| DOW | Dow Chemical Co | 145,152 | 96.4% | 3.6% | $28.322 | +0.31 |
| GE | General Electric Company | 117,638 | 30.6% | 69.4% | $15.31 | -0.13 |
| F | Ford Motor Company | 81,168 | 76.6% | 23.4% | $10.2 | +0.07 |
| WFC | Wells Fargo and Company | 79,283 | 51.7% | 48.3% | $26.61 | -0.48 |
| AMZN | Amazon com | 72,624 | 63.9% | 36.1% | $139.015 | +0.55 |
| WLT | Walter Energy Inc | 69,401 | 99.0% | 1.0% | $78.11 | -1.03 |
Some less actively traded names seeing bullish order flow: Tyson (TSN), China Northeast Petroleum (NEP), American Science and Engineering (ASEI). Bearish order flow: Tessara Tech (TSRA), ACE Limited (ACE), Headwaters (HW). Ex-Div Activity: Deere (DE), Dow Chemical (DOW), Nucor (NUE), Starwood Hotels (HOT), American Agency Capital (AGNC), Redwood Trust (RWT), Sysco (SYY), Alexandria RE (ARE), Alaska Communication (ALSK), Avon (AVP), Capstead (CMO), Illinois Toolworks (ITW), Warnaco (WAC), Windstream (WIN), Franklin (BEN), Edison International (EIX), Entertainment Properties (EPR), National Fuel Gas (NFG), First American (FAF), Cardinal Health (CAH), Boston Properties (BXP), Iowa Telecomm (IWA), Pacific Gas (PCG).
| Symbol | Name | Puts | Calls | RealTime P/C | Avg P/C |
|---|---|---|---|---|---|
| RGNC | Regency Energy Partners LP | 3,023 | 10 | 302.30 | 0.36 |
| CQB | Chiquita Brands International Inc | 9,028 | 60 | 150.47 | 0.82 |
| TER | Teradyne Inc | 10,065 | 169 | 59.56 | 0.41 |
| SPW | SPX Corp | 6,019 | 164 | 36.70 | 0.58 |
| HERO | Hercules Offshore Inc | 3,601 | 189 | 19.05 | 0.40 |
| MCO | Moodys Corp | 2,555 | 237 | 10.78 | 1.31 |
| PRU | Prudential Financial Inc | 3,108 | 292 | 10.64 | 1.39 |
| NBR | Nabors Industries Ltd | 11,101 | 1,183 | 9.38 | 1.27 |
| SWY | Safeway Inc | 6,789 | 764 | 8.89 | 0.70 |
| ALTR | Altera Corp | 4,906 | 641 | 7.65 | 0.74 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
STEC, a Santa Ana, Cali storage device maker, is up 8.7 percent to $17.07 on no obvious news. Options action is brisk as well, with 22,000 calls and 6,915 puts traded. Jan 15 and 17 calls are the most actives, about half trading ask-side. Implied vols have lifted to about 72, up about 7.4 percent since late last week.
| Symbol | Name | Puts | Calls | RealTime P/C | Avg P/C |
|---|---|---|---|---|---|
| TER | Teradyne Inc | 10,020 | 25 | 400.80 | 0.41 |
| CQB | Chiquita Brands International Inc | 9,023 | 60 | 150.38 | 0.82 |
| HERO | Hercules Offshore Inc | 3,601 | 124 | 29.04 | 0.40 |
| PRU | Prudential Financial Inc | 2,882 | 148 | 19.47 | 1.39 |
| NBR | Nabors Industries Ltd | 10,900 | 802 | 13.59 | 1.27 |
| SWY | Safeway Inc | 6,779 | 761 | 8.91 | 0.70 |
| ACE | ACE Limited | 2,839 | 508 | 5.59 | 0.44 |
| HOT | Starwood Hotels and Resorts Worldwide Inc | 2,598 | 512 | 5.07 | 1.04 |
| CVX | Chevron Corporation | 7,134 | 1,975 | 3.61 | 0.97 |
| ABT | Abbott Laboratories | 4,644 | 1,746 | 2.66 | 0.81 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
iShares Small Cap Fund (IWM) hit a new 52-week high today, but slipped mid-morning and is down 10 cents to $63.26. Meanwhile, IWM Jan 62 put is now today’s most actively traded option. The 22,530 contracts traded includes the purchase of 14K at 79 cents plus another 7,000 at 80 cents, according to a source on the CBOE where the 21K contracts traded at 9:35 central time.
| Symbol | Name | Contracts | Calls | Puts | Spot (Delayed) | Spot Chg |
|---|---|---|---|---|---|---|
| AAPL | Apple Inc | 136,701 | 68.5% | 31.5% | $213.22 | +4.18 |
| C | Citigroup Inc | 88,256 | 83.2% | 16.8% | $3.31 | -0.04 |
| BAC | Bank of America Corporation | 71,783 | 83.5% | 16.5% | $15.29 | +0.04 |
| WFC | Wells Fargo and Company | 54,695 | 47.0% | 53.0% | $26.79 | -0.30 |
| F | Ford Motor Company | 41,652 | 86.3% | 13.7% | $10.31 | +0.18 |
| AMZN | Amazon com | 39,590 | 63.9% | 36.1% | $140.445 | +1.98 |
| RIMM | Research In Motion Ltd | 37,235 | 56.8% | 43.2% | $67.4399 | +0.52 |
| GE | General Electric Company | 33,530 | 42.4% | 57.6% | $15.3 | -0.14 |
| JPM | JP Morgan Chase and Co | 33,290 | 56.1% | 43.9% | $41.96 | +0.07 |
| SNDK | SanDisk Corp | 33,203 | 62.3% | 37.7% | $30.59 | +0.46 |
General Electric shares are off 15c to $15.30 and 13,100 puts have traded to 2,100 calls. Accounting for most of the volume is 2,500 blocks of the January and March $15 puts in what could be a roll out, sale of the Jan, purchase of the March. Now a total of 8,700 of the Jan have traded.
Apple Computer (AAPL) Jan 220 and 210 call options are the most actives early Monday, with 11,750 and 9,500 traded, respectively. Shares hit a new 52-week high of $213.95, but have since come off their best levels on Tech Tracker reports iPhone’s are not available in New York. Visitors to AT&T mobile webstie enter a New York zip code and the iPhone does not appear. According to Tech Tracker, “We have called some NY Apple stores and they do state that they are selling them, so apparently this is an AT&T only thing. Plus, From AT&T Media Relations: “We periodically modify our promotions and distribution channels.” We have asked whether AT&T stores in New York are selling them but we were told that they are not going beyond their comment.” — Link to story.
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