Archive for March 18th, 2011

Option Volume Leaders as of 4:20 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg C Citigroup Inc 1,245,067 62.2% 37.8% $4.5 +0.05 AAPL Apple Inc 587,727 48.5% 51.5% $330.67 -3.97 BAC Bank of America Corporation New 465,850 67.0% 33.0% $14.04 +0.06 CSCO Cisco Systems Inc 456,238 61.5% 38.5% $17.14 +0.14 JPM JP Morgan Chase and Co 262,182 69.0% 31.0% $45.74 [...]

March 18, 2011 | 0 Comments More

Career Education Corp (CECO) $20.59 -0.48%

3650 puts traded on Career Education (CECO) today, which is 4X typical and compares to call volume of 1,560 contracts. The action is concentrated in the April 20s, which have traded 3259 contracts (88 percent ask) and where existing open interest is only 743 contracts. No news on the stock. Next earnings slated for early-May.

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Simon Property Group Inc (SPG) $103.61 +0.36%

Bullish three-way spreads in Simon Property Group (SPG). Shares have added 42 cents to $103.66 and it looks like the July 90 puts were sold at $2.38 to buy the July 105 – 110 call spread at $2.28, 250X on ISE. Sentiment data is consistent with buying the call spread, selling the puts, more than [...]

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ProShares UltraShort Yen (YCS) $15.36 +4.49%

Proshares UltraShort Yen (YCS) options are busy for a second day. Open interest in the Mar 15s increased by 7,549 following yesterday’s action. The top two trades were 2,600-contract blocks at 15 and 20 cents. The market was 10 to 20 cents at the time. Shares surged 71 cents to $15.41 Friday on news G-7 [...]

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

Symbol Name Puts Calls RealTime P/C Avg P/C MLNX Mellanox Technologies Ltd 5,424 69 78.61 2.03 SAN Banco Santander 12,950 220 58.86 15.07 VIP Vimpel Communications 5,036 94 53.57 1.70 ETR Entergy Corp 6,581 216 30.47 2.15 PWAV Powerwave Technologies Inc 2,576 85 30.31 0.17 RDN Radian Group Inc 16,393 555 29.54 0.80 ITUB Itau [...]

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Alpha Natural Resources Inc (ANR) $55.11 +0.16%

Alpha Natural Resources (ANR) options are busy today. Shares are off two cents to $55 and the Mar 55 calls are the most activves, 16,600 of these at-the-money expiring options have traded. The top trade of the day is in June, however, and appears to be a 47 – 60 bullish risk-reversal at $1.20, 6500X. [...]

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Pin Talk

With March expiry in two hrs, several stocks with with relatively large blocks of open interest with strikes within 1% of spot include REN (17.5 strike), MSPD (7.5 strike), BJ (47.5 strike), XCO (20 strike), POT (55 strike), and HGSI (27 strike). Notional size of these positions exceeds the total avg daily share volume, suggesting [...]

March 18, 2011 | 3 Comments More

Hershey Company (HSY) $53.85 +1.57%

Hershey’s (HSY) touches a new 52-week high today and is up 84 cents to $53.86. April 60 calls on the food company have traded 2,540 contracts. The top trade is a 500-lot at 15 cents when the market was 10 to 15 cents. Some have also traded at the 18-cent asking price. Open interest is [...]

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Assured Guaranty Municipal Holdings Inc (AGO) $14.62 +4.80%

Assured Guaranty (AGO), the Bermudian surety and title insurance company, is trading up 68 cents to $14.62 and calls are busy today on takeover chatter (Briefing). April 16s are the most actives. 5760 traded (55 percent Ask). Mar 15, April 15 and April 17s are seeing interest as well. Implied volatility is up 12.5 percent [...]

March 18, 2011 | 0 Comments More

Emulex Corp (ELX) $9.91 -0.20%

Emulex (ELX), the Costa Mesa, CA computer component maker, is trading down 7 cents to $9.96 and it looks like upside call buyers in the Apr, Jul and Jan $10 calls. The Jan $10s are the most actives. The top trade is 1000 at $1.45 when the market was $1.30 to $1.45. 4000 now traded [...]

March 18, 2011 | 0 Comments More
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