Archive for August 10th, 2011
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg BAC Bank of America Corporation New 765,829 54.2% 45.8% $6.77 -0.83 AAPL Apple Inc 482,130 58.5% 41.5% $363.69 -10.32 CSCO Cisco Systems Inc 421,541 60.5% 39.5% $13.73 -0.33 C Citigroup Inc New 274,745 47.4% 52.6% $28.49 -3.33 JPM JP Morgan Chase and Co 204,035 45.0% 55.0% [...]
iShares MSCI Emerging Markets Index Fund (EEM) $39.13 -5.30%
Big Prints in the Emerging Markets Fund (EEM) late, as the Sep 36 – 39 put spread trades at 85 cents, 76000X. Shares are down $2 to $39.32 and the opening play looks buyer-initiated. It’s probably a short-term trade on today’s volatility in global financial markets. Namely, after big sell-offs across the Eurozone and Wall [...]
PulteGroup Inc (PHM) $4.25 -8.99%
Pulte Homes (PHM) is falling to 52-week lows and was recenty down 40 cents to $4.27. Options activity in the builder is interesting today, as 22,000 calls and 1,275 puts traded in the name so far. Sep 5 calls, which are now 17 percent OTM and expiring in 37 days, are the most actives. 7,930 [...]
KeyCorp (KEY) $6.36 -8.09%
Implied volatility in Key Bank (KEY) is up amid increasing put activity today. Shares are faling to 52-week lows and were recently down 56 cents to $6.36. Sep 8 puts, which are now 20.5 percent in-the-money, are the most actives. 4,092 traded and, while 95 percent traded at the ask, it looks like closing trades [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C FII Federated Investors Inc 2,880 1 2880.00 1.41 UHS Universal Health Services 5,368 3 1789.33 1.20 SAP SAP AG 10,053 152 66.14 1.00 PCYC Pharmacyclics Inc 9,525 279 34.14 1.97 CVE Cenovus Energy Inc 5,719 223 25.65 0.78 USU USEC Inc 4,870 194 25.10 0.31 SFL Ship [...]
Motorola Mobility Holdings Inc (MMI) $23.86 +3.20%
Relative strength and increased call activity in Motorola Mobility (MMI) today. Shares are up 61 cents to $23.73 and options volume of 41,000 calls/8650 puts is 4X the average daily for the name. The options action is scattered. Oct 23 calls are the most actives. 5,825 traded (70 percent Ask). Oct 22, Oct 24, Aug [...]
Arcelor Mittal (MT) $21.97 -7.34%
Mittal (MT) touched new 52-week lows today and is down $1.76 to $21.95. Looks like MT Sep 35 calls are being sold at 7 and 8 cents. 10000 were sold at 8 cents on CBOE. Volume is more than 20K and the activity is probably closing. The contract is now 37.3 percent out-of-the-money and has [...]
SPDR S&P 500 (SPY) $115.78 -1.45%
SPYders is down $1.88 to $115.60 and now 2.6 percent off session lows, as the volatility in the equity market continues Wednesday. The S&P 500 has seen a run higher in recent trade with help for the financials. XLF moved up as BofA made comments on a Fairholme Capital call. Among other things, the bank [...]
Cemex SaB De Cv (CX) $5.06 -5.60%
Cemex (CX) loses 28 cents to $5.08 and a Jan 3 – 5 (2X1) put rato spread trades at 36 cents, 4261X. Looks like it was sold and possibly rolls a position down in strikes, as shares fall to new 52-week lows. Jan 5 puts on CX have 26,508 in open interest, which is the [...]
Citigroup Inc New (C) $29.57 -7.06%
One of the largest single stock blocks of the day traded in Citigroup, where 20,000 Jan 30 puts were crossed firm to firm on the ISE using the QCC order type. Ivol change suggests the trade was buyer-initiated, and ISE data shows open-firm on both side (try /isee C jan 30 p to see for [...]
