Near Term Weekly Option Straddle Snapshot
| Symbol | Expiry | Strike | Straddle Bid | Straddle Ask | Total Volume | Total OI |
|---|---|---|---|---|---|---|
| BAC | Mar 2 | 8 | $0.24 | $0.26 | 41,084 | 58,729 |
| AAPL | Mar 2 | 530 | $10.50 | $10.65 | 33,980 | 12,693 |
| AAPL | Mar 2 | 535 | $10.40 | $10.55 | 20,691 | 8,320 |
| INTC | Mar 2 | 27 | $0.48 | $0.51 | 12,647 | 18,337 |
| MSFT | Mar 2 | 32 | $0.53 | $0.56 | 9,692 | 13,358 |
| JPM | Mar 2 | 40 | $0.94 | $0.99 | 8,348 | 4,621 |
| C | Mar 2 | 34 | $0.97 | $1.01 | 7,774 | 3,172 |
| JPM | Mar 2 | 39 | $0.80 | $0.84 | 6,654 | 12,007 |
| BIDU | Mar 2 | 140 | $3.84 | $3.90 | 6,592 | 2,916 |
| GS | Mar 2 | 120 | $3.50 | $3.66 | 5,778 | 2,770 |
Category: AutoPost
Comments (2)
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Question from reader: any insight into the call activity on the weeklies in GOOG, IBM MSFT this morning?
Answer: Looking at the most actives, the activity seems to express a view that further gains are in store this week. For example, in GOOG, the most active weekly contacts are the 620 and 630 calls. MSFT most active Weekly is the $32 calls. In IBM, it’s the 200 strike. All four contracts are out-of-the-money (upside) calls and it seems that buyers are driving a lot of the flow, which indicates positioning for a move higher in the underlying before the weekend.