Archive for November, 2011
Posted on November 30th, 2011 4:21 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
BAC |
Bank of America Corporation New |
508,730 |
57.1% |
42.9% |
$5.44 |
+0.37 |
AAPL |
Apple Inc |
355,663 |
57.8% |
42.2% |
$382.2 |
+9.00 |
INTC |
Intel Corporation |
223,552 |
62.3% |
37.7% |
$24.91 |
+1.33 |
C |
Citigroup Inc New |
198,414 |
65.3% |
34.7% |
$27.48 |
+2.24 |
JPM |
JP Morgan Chase and Co |
182,914 |
73.1% |
26.9% |
$30.97 |
+2.41 |
CSCO |
Cisco Systems Inc |
162,864 |
64.6% |
35.4% |
$18.64 |
+0.96 |
GE |
General Electric Company |
148,449 |
67.8% |
32.2% |
$15.91 |
+0.99 |
MSFT |
Microsoft Corp |
146,433 |
76.5% |
23.5% |
$25.58 |
+0.74 |
PFE |
Pfizer Inc |
145,274 |
79.1% |
20.9% |
$20.07 |
+0.67 |
NFLX |
Netflix Inc |
127,204 |
33.5% |
66.5% |
$64.53 |
-3.04 |
Posted on November 30th, 2011 3:05 pm
MBIA (MBI) sees a midday spike on high volume, is now up $1 to $9.17, and moving to session highs. Recent options trades on the mortgage insurance company include a 15000-contract block of Jan $11 calls bought for 75 cents per contract. it was tied to shares at $8.94 on a 36 delta and appears to be an opening trade. Jan 7.5, 9 and 10 calls on MBIA are also seeing interest, as are the Feb 10s. 28,000 calls and 2,030 puts traded on the stock and implied volatility is up 9 percent to 100 (First posted at 14:20).
Posted on November 30th, 2011 3:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
BKD |
Brookdale Senior Living Inc |
3,040 |
2 |
1520.00 |
5.00 |
ASNA |
Ascena Retail Group Inc |
3,948 |
86 |
45.91 |
0.14 |
TDW |
Tidewater Inc |
5,082 |
152 |
33.43 |
2.66 |
TEN |
Tenneco Inc |
2,557 |
149 |
17.16 |
2.04 |
QIHU |
Qihoo 360 Technology Co Ltd |
5,941 |
360 |
16.50 |
2.11 |
EXEL |
Exelixis Inc |
3,002 |
182 |
16.49 |
2.73 |
EDU |
New Oriental Education and Technology Group Inc |
2,642 |
279 |
9.47 |
6.07 |
NFX |
Newfield Exploration Co |
3,888 |
581 |
6.69 |
0.59 |
CEDC |
Central European Distribution Corp |
7,973 |
1,556 |
5.12 |
3.41 |
KMB |
Kimberly Clark Corp |
5,513 |
1,157 |
4.76 |
0.60 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on November 30th, 2011 12:05 pm
Accenture (ACN) jumps $2.25 to $57.82 and morning options trades on the Dublin, Ireland management services and outsourcing company include a 3600-contract block of Jan 57.5 puts for $3.05 per contract on the International Securities Exchange. Data from the ISE reports an opening customer buyer. 5,940 now traded against 1,286 in open interest. One or more investors might be buying at-the-money puts on ACN to hedge recent gains in the stock. Shares are on a four-day 7.9 percent run higher.
Posted on November 30th, 2011 12:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
TDW |
Tidewater Inc |
3,593 |
32 |
112.28 |
2.66 |
ASNA |
Ascena Retail Group Inc |
3,948 |
86 |
45.91 |
0.14 |
QIHU |
Qihoo 360 Technology Co Ltd |
5,693 |
175 |
32.53 |
2.11 |
TEN |
Tenneco Inc |
2,541 |
143 |
17.77 |
2.04 |
CEDC |
Central European Distribution Corp |
7,043 |
1,069 |
6.59 |
3.41 |
STEC |
STEC Inc |
3,106 |
551 |
5.64 |
1.06 |
LMT |
Lockheed Martin Corp |
2,558 |
468 |
5.47 |
1.26 |
WFR |
MEMC Electronic Materials Inc |
5,513 |
1,145 |
4.81 |
0.99 |
DB |
Deutsche Bank Aktiengesellschaft |
7,866 |
1,713 |
4.59 |
2.70 |
IR |
Ingersoll Rand Plc |
3,660 |
800 |
4.58 |
0.87 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on November 30th, 2011 11:10 am
With broad averages up some 3.6% this morning, overall option volume is running 18% above recent average pace and on track for 23million contracts, a welcome improvement over the volume seen during Monday’s 2.9% rally when just 14.1million contracts traded (and that included 2million contracts of exdiv volume!) Most active single names today include BAC, AAPL (the usual top two) followed by INTC, CSCO, and JPM. Intel Dec 25 calls are very active, with 28K trading (vwap 41cents) and much of the flow identified as closing cust buyers.
Posted on November 30th, 2011 11:01 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
BAC |
Bank of America Corporation New |
215,906 |
47.9% |
52.1% |
$5.3478 |
+0.28 |
AAPL |
Apple Inc |
124,813 |
57.2% |
42.8% |
$380.66 |
+7.46 |
INTC |
Intel Corporation |
121,025 |
68.9% |
31.1% |
$24.88 |
+1.30 |
CSCO |
Cisco Systems Inc |
89,625 |
62.2% |
37.8% |
$18.7724 |
+1.09 |
JPM |
JP Morgan Chase and Co |
80,010 |
71.8% |
28.2% |
$30.445 |
+1.89 |
C |
Citigroup Inc New |
68,421 |
72.1% |
27.9% |
$26.85 |
+1.61 |
GE |
General Electric Company |
49,003 |
78.5% |
21.5% |
$15.69 |
+0.77 |
YHOO |
Yahoo Inc |
48,871 |
82.1% |
17.9% |
$15.955 |
+0.26 |
WFC |
Wells Fargo and Company |
47,249 |
75.2% |
24.8% |
$25.19 |
+1.11 |
FCX |
Freeport McMoran Copper and Gold Inc |
45,838 |
64.6% |
35.4% |
$38.97 |
+2.49 |
Posted on November 29th, 2011 4:21 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
BAC |
Bank of America Corporation New |
564,520 |
65.7% |
34.3% |
$5.08 |
-0.17 |
AAPL |
Apple Inc |
340,872 |
54.2% |
45.8% |
$373.2 |
-2.92 |
YHOO |
Yahoo Inc |
154,823 |
67.3% |
32.7% |
$15.7 |
+0.35 |
PEP |
PepsiCo Inc |
146,095 |
97.2% |
2.8% |
$63.66 |
+0.67 |
GLW |
Corning Inc |
125,777 |
47.8% |
52.2% |
$13.19 |
-1.59 |
RIMM |
Research In Motion Ltd |
115,038 |
64.3% |
35.7% |
$17.37 |
+0.89 |
C |
Citigroup Inc New |
107,927 |
64.1% |
35.9% |
$25.24 |
+0.19 |
RIG |
Transocean Ltd |
94,846 |
50.8% |
49.2% |
$41.63 |
-4.31 |
MSFT |
Microsoft Corp |
92,403 |
64.4% |
35.6% |
$24.84 |
-0.03 |
JPM |
JP Morgan Chase and Co |
76,315 |
69.8% |
30.2% |
$28.56 |
-0.60 |
Posted on November 29th, 2011 3:05 pm
Eldorado Gold (EGO) is down 3 cents to $16.88 on the session and options action is heating up in the Vancouver-based gold miner. Recent trades include a multi-exchange sweep of 2,878 Dec 18 calls at 41 cents when the market was 30 to 35 cents. Another sweep of Dec 18 calls traded at 30 cents when the market was 25 to 30 cents. 7,437 now traded against 9,832 in open interest, which is the second biggest position in the name. Meanwhile, implied volatility in the options on EGO is up 7 percent to 53 and data indicate some closing buyers in upside calls on the stock Tuesday.
Posted on November 29th, 2011 3:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
BEXP |
Brigham Exploration Co |
2,905 |
75 |
38.73 |
1.38 |
ELNK |
EarthLink Inc |
4,013 |
137 |
29.29 |
0.27 |
ONXX |
Onyx Pharmaceuticals Inc |
23,593 |
956 |
24.68 |
1.36 |
CCL |
Carnival Corp |
8,025 |
677 |
11.85 |
1.30 |
MMI |
Motorola Mobility Holdings Inc |
3,443 |
350 |
9.84 |
0.23 |
CTRP |
Ctrip Com International Ltd |
2,684 |
302 |
8.89 |
1.22 |
ALU |
Alcatel Lucent |
5,490 |
708 |
7.75 |
0.48 |
EDU |
New Oriental Education and Technology Group Inc |
2,779 |
404 |
6.88 |
5.50 |
ERTS |
Electronic Arts Inc |
7,410 |
1,521 |
4.87 |
0.51 |
UNH |
UnitedHealth Group |
8,882 |
1,824 |
4.87 |
1.74 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume