Archive for June 13th, 2011
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 327,055 50.8% 49.2% $326.6 +0.70 C Citigroup Inc New 297,660 75.0% 25.0% $39.17 +1.25 BAC Bank of America Corporation New 295,978 77.3% 22.7% $10.97 +0.17 F Ford Motor Company 222,005 61.4% 38.6% $13.14 -0.21 CSCO Cisco Systems Inc 178,859 51.8% 48.2% $15.06 -0.06 [...]
Home Depot Inc (HD) $33.52 +0.15%
14 optionable stocks will trade exdiv tomorrow morning, with $540K of total dividend proceeds available to early call exercisers. Home Depot (HD) leads the list with 9502 contracts subject to early exercise, for a total of $239K, but large positions also exist in NEM and NYX. Expect heavy ex-div trading in these names on the [...]
Sears Holdings Corporation (SHLD) $71.70 +4.90%
Sears Holdings (SHLD) is rallying and options volume is 3.5X the average daily. 7,590 calls and 7,030 puts traded on the retailer. The top trades are part of Jun 70 – Jul 75 put spread, which traded at $1.50, 1928X. The spread appears to be rolling of a position out one month and to OTM [...]
Nabors Industries Ltd (NBR) $25.16 -3.71%
Nabor’s Industries (NBR) loses $1.16 to $24.97 amid weakness in the oil drillers today. Oil Service HOLDRS (OIH) are down $2.78 to $143.50 after crude oil lost $2 to $97.30 per barrel. In NBR options, it looks like a contrarian play, as the Jul 26 – 30 calls pread trades at 63 cents, 5000X. Might [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C CP Canadian Pacific Railway Inc 2,984 5 596.80 1.98 FII Federated Investors Inc 4,972 63 78.92 10.12 GRM Graham Packaging Company Inc 3,637 61 59.62 1.00 PSS Collective Brands Inc 2,694 48 56.12 1.07 NIHD NII Holdings 6,581 141 46.67 0.56 ANN Ann Inc 5,076 145 35.01 [...]
ITT Educational Services Inc (ESI) $82.52 +0.47%
ITT Edcuational Services (ITT), the Carmel, IN for-profit college, is up 28 cents to $82.41 and one strategist buys-to-open a Jun 72.5 – 77.5 put at 50 cents, 2600X. The bearish play comes four days before June options expire and seven trading days after shares rallied 21.1 percent on news the DOE is allowing education [...]
OfficeMax Inc (OMX) $6.24 -0.48%
OfficeMax (OMX) implied volatility is moving up amid increasing levels of put activity. July 5 puts, which are 19 percent OTM and expiring in 38 days, are the most actives. The top trade is multi-exchange sweep of 1,315 at 15 cents and an opening buyer, according to ISEE data. 4,100 have now changed hands against [...]
RF Micro Devices Inc (RFMD) $5.43 -4.74%
RF Micro (RFMD) loses 28 cents to $5.42 and morning trades include a multi-exchange sweep of 1,547 Aug 6 puts at 80 cents, which is an opening buyer, according to ISEE data. Separately a 4,453 block traded at 83 cents. Volume is now 6,060 and open interest is 11,700. Increased put buying comes after a [...]
Federated Investors Inc (FII) $24.10 -0.17%
Federated Investors (FII) loses 3 pennies to $24.11 and Jan 20 puts on the Pittsburg, PA asset manager are seeing interest today. The top trade is a 1700-contract block at the $1.10 asking price. 4,200 traded against 16 contracts in open interest. Looks like opening downside put buying, with or more investors bracing for some [...]
Put/Call Ratio Leaders* as of 12:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C FII Federated Investors Inc 3,829 60 63.82 10.12 YUM Yum Brands Inc 14,110 230 61.35 0.87 NG Novagold Resources Inc 75,976 1,530 49.66 2.47 ANN Ann Inc 4,008 84 47.71 1.33 MDRX Allscripts Healthcare Solutions Inc 4,010 142 28.24 0.52 NETL NetLogic Microsystems Inc 3,522 258 13.65 [...]
