Archive for August 9th, 2011

General Dynamics Corporation (GD) $62.42 +2.66%

call volume of 18K is 17x normal for the ticker. Nearly all was in a ratio package that traded on the NYSE–ARCA. When sares were near 59.50 data indicates a buyer of 6000 Jan13 for 70c against a sale of 10K Jan13 90s. The 90s likely close a long from June when they pd $2, [...]

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Option Volume Leaders as of 4:21 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg BAC Bank of America Corporation New 949,759 51.7% 48.3% $7.6 +1.09 C Citigroup Inc New 559,531 56.1% 43.9% $31.82 +3.87 AAPL Apple Inc 521,876 59.2% 40.8% $374.01 +20.80 MSFT Microsoft Corp 297,269 53.4% 46.6% $25.58 +1.10 INTC Intel Corporation 280,436 49.7% 50.3% $20.6 +0.49 CSCO Cisco [...]

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Halliburton Co (HAL) $43.89 +3.44%

Halliburton (HAL) adds $1 to $43.44 and a Sep 50 – 55 (1X2) call ratio spread trades on the driller at 36 cents, 5000X this morning on the ISE. Sentiment data suggest a customer bought 1 and sold 2 to open a position. If so, the position seems to be targeting a move back towards [...]

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SPDR S&P Retail (XRT) $46.30 +3.60%

SPDR Retail Trust (XRT) adds $1 to $45.69 and Sep 58 calls on the ETF are seeing a lot of volume today. 59,000 traded, including a 28480-contract block at $1.50 on ISE, where sentiment data hints at customer buyer. Open interest is 355 contracts. The Sep 58 call on XRT is 5 percent OTM with [...]

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CBOE Volatility Index (.VIX) $39.72 -17.25%

Another busy day in the VIX pit today, with 522,000 calls and 300,000 puts traded on the volatility index so far. The market’s fear gauge closed at session highs of 48 yesterday and rose to its best levels since May 21 when the index briefly touched 48.2. VIX came down sharply in morning trading today, [...]

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

Symbol Name Puts Calls RealTime P/C Avg P/C ABFS Arkansas Best Corporation 3,732 5 746.40 1.28 CBG CB Richard Ellis Group Inc 9,922 175 56.70 4.91 TXI Texas Industries Inc 2,768 83 33.35 4.54 CHMT Chemtura Corporation 3,785 140 27.04 1.54 AVP Avon Products Inc 18,311 881 20.78 0.94 EBIX ebix com Inc 2,938 173 [...]

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SPDR S&P 500 (SPY) $111.92 -0.30%

SPYders (SPY) are back to flat $112.26 despite wild post-FOMC market action Wednesday afternoon. SPY saw an initial spike on the headlines, but then sold off sharply before rebounding back to unchanged. Options action in the ETF remains brisk with another 3.25 million puts and 1.65 million calls traded in the product today. A noteworthy [...]

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Cisco Systems Inc (CSCO) $13.52 -3.01%

Options flow leading into Cisco’s earnings (tomorrow post close) is running twice the average level, with calls outpacing puts 124K/90K and a generally bullish directional bias to the flow. Shares are currently trading near $13.5, after setting new 52wk lows, and Aug 14 and 15 calls are the most active, with about 10,000 each tradings [...]

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Wells Fargo and Company (WFC) $22.84 -0.39%

Wells Fargo (WFC) is up 52 cents to $23.45, but $1 or 4.1 percent off session highs. The financials saw a negative reaction to the FOMC post-meeting statement — which didn’t seem to include any soothing words or promises of additional quantitative easing. For whatever reason, WFC and other financials (XLF) are back near session [...]

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iShares FTSE China 25 Index Fund (FXI) $36.32 +0.92%

iShares FTSE China 25 Index Fund (FXI) has added 14 cents to $36.13 today and a noteworthy trade in the ETF is a 25000-contract block of Jan 36 puts, bought at $3.10 and tied to 1.12 mllino shares at $36.71. The position might close, as open interest is 29,448. It comes as FXI tries to [...]

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