Archive for June 9th, 2010

Option Volume Leaders as of 4:21 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg BP BP Plc 773,921 41.2% 58.8% $29.01 -5.67 C Citigroup Inc 427,608 71.9% 28.1% $3.87 +0.15 AAPL Apple Inc 288,694 60.0% 40.0% $243.37 -5.96 PFE Pfizer Inc 271,542 94.0% 6.0% $14.52 -0.03 BAC Bank of America Corporation New 192,572 52.7% 47.3% $14.96 -0.37 JPM JP Morgan [...]

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Consumer Staples Select Sector (XLP) $26.20 -0.34%

Select Sector Consumer Staples Fund (XLP) has given up early gains and is down a dime to $26.19. Shares are off 5 percent since May 17. One options player appears to be bracing for additional losses in the fund and bought the Sep 23 – 36 put spread at 77 cents, 18800X. Another player, or [...]

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Allscripts Misys Healthcare Solutions Inc (MDRX) $16.66 -9.54%

Allscripts-Misys Healthcare (MDRX) shares fell $1.73 to $16.68 after the company unveiled plans to buy Eclipsys in a $22.10 stock deal. The company also updated its Q4 and 2010 earnings guidance. The stock is down on the news, but sentiment in the options market seems mixed. One player sold 2450 July 17.5 puts at $1.25 [...]

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Ambac Financial Group (ABK) $0.63 -40.84%

Ambac (ABK) is reeling and implied volatility is racing higher after the company warned of a possible default of its loan obligations and said it is still considering a prepackaged bankruptcy. Shares are down 43 cents to 64 cents and options action includes 44K puts, 25K calls. Jun, Aug, and Jan 1 puts are the [...]

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Put/Call Ratio Leaders* as of 3:01 PM

Symbol Name Puts Calls RealTime P/C Avg P/C SID Companhia Siderugica Hacional 22,357 142 157.44 0.35 XL XL Capital Ltd 13,163 167 78.82 1.57 FNSR Finisar Corp 7,670 132 58.11 0.63 SCS Steelcase Inc 5,000 110 45.45 0.80 DPZ Dominos Pizza Inc 4,481 132 33.95 0.32 BKE Buckle Inc 2,847 102 27.91 2.72 MGA Magna [...]

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Petroleo Brasileiro ADR (PBR) $37.73 +1.70%

Petrobras (PBR) is up 73 cents to $37.83 and 21.5K July 40 calls traded so far today. The action has been mostly in 400 lots. Meanwhile, 83 percent traded on the ISE, where ISEE data (94 percent or 20K contracts) indicate the customers are buying to open new bullish positions in the Brazilian energy company. [...]

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Rambus Inc (RMBS) $19.11 -12.74%

Rambus (RMBS) shares are down and implied volatility is easing after an appeals court ruled to re-hear patent cases in October. Shares are falling to session lows, down $2.40 to $19.50. Options action is brisk. 28K calls and 39K puts traded. Yet, while shares are reeling, implied volatility is also falling on diminishing uncertainty, down [...]

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Gerdau SA (GGB) $13.05 +1.79%

Brazilian steel and iron maker Gerdau (GGB) is up 25 cents to $13.07 and the Jun – Jul 15 call spread is bought at 20 cents, 7000X. Looks like a roll, possibly of a bullish position in Jun 15 calls opened as part of a Sep 12.5 – Jun 15 risk-reversal at 85 cents, 8000X [...]

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Sprint Nextel Corporation (S) $4.71 +2.72%

Sprint Nextel (S) is up 12 cents to $4.71 and one player sells 21.9K July 5 calls at 31 cents each. 36K now traded vs. 15.9K in open interest. Implied volatility is down 4 percent to 71.

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JP Morgan Chase and Co (JPM) $37.68 -0.26%

JP Morgan (JPM) shares are off a nickel to $37.73 and some big prints surface Wednesday afternoon after an investor sold 25K Jan 70 calls at an average of 2.5 cents, sold 25K Jun 60 calls at a penny each, and bought 50K Jul 41 calls at 72 cents each. Looks like a roll out [...]

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