Archive for April 10th, 2012

Option Volume Leaders as of 4:21 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 1,099,681 60.9% 39.1% $628.44 -7.79 ABT Abbott Laboratories 855,238 99.4% 0.6% $60.14 -0.83 BAC Bank of America Corporation New 622,103 68.2% 31.8% $8.54 -0.39 INTC Intel Corporation 390,038 91.1% 8.9% $27.45 -0.31 C Citigroup Inc New 237,081 54.8% 45.2% $32.86 -1.11 MS Morgan [...]

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Near Term Weekly Option Straddle Snapshot

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI BAC Apr 13 9 $0.57 $0.59 98,242 65,747 AAPL Apr 13 630 $14.90 $15.70 59,918 15,610 AAPL Apr 13 625 $15.55 $16.15 37,227 13,130 F Apr 13 12 $0.38 $0.41 28,441 3,794 BAC Apr 13 8 $0.63 $0.66 24,091 3,102 AA Apr 13 9 [...]

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H J Heinz Company (HNZ) $52.60 -0.72%

Heinz (HNZ) loses 35 cents to $52.63 and options volume on the ketchup maker is running 20X the daily average, being driven by a 12600-contract block of Jan14 $60 calls bought for $1.45 per contract on ISE, to open.

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SPDR S&P Metals and Mining (XME) $46.87 -1.24%

SPDR Metals and Mining Fund (XME) loses 56 cents to $46.91 and large blocks of puts traded on the ETF today. 10,510 Apr 43 puts traded for 35 cents, 9,822 Apr 44 puts for 39 cents, and 9,678 May 39 puts for 44 cents. Then later another 5,500 Apr 44 puts for 49 cents and [...]

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

Symbol Name Puts Calls RealTime P/C Avg P/C BBD Banco Bradesco SA 6,765 132 51.25 0.77 SNTA Synta Pharmaceuticals Inc 5,512 184 29.96 0.08 RYL Ryland Group Inc 3,270 144 22.71 6.07 KEY KeyCorp 9,490 445 21.33 1.19 COV Covidien Plc New 2,985 153 19.51 0.46 KSS Kohls Corporation 21,874 1,132 19.32 0.95 PXP Plains [...]

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Credit Suisse Group (CS) $25.66 -3.13%

Credit Suisse (CS) loses 79 cents to $35.70 and recent trades on the stock include a 3650-lot of May 27 calls for 70 cents when the market was 60 to 70 cents. 5,640 now traded against 106 in open interest. Looks like opening call buying, possibly on the view that the two-week 12.7 percent slide [...]

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CBOE Volatility Index (.VIX) $20.76 +10.37%

CBOE Volatility Index (.VIX) jumps 1.93 to 20.74 to reclaim the 20 “psyche” level after an 8-day 34 percent surge. Spiking bond yields in Spain and Italy, along with sharp losses across European equity markets, are being blamed for today’s spike in risk perceptions. Trading is orderly in the VIX pit so far, but lopsided [...]

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Sirius XM Radio Inc (SIRI) $2.25 -3.23%

SiriusXM Radio (SIRI) sees serious call volume today, as one player rolled a position in 2013 calls to the 2014s. The Jan13 – Jan14 $2 call spread was sold at 15 cents, 43800X and 19 cents, 25000X. The Jan13 – Jan14 2.5 call spread was sold at 24 cents, 25000X. Another 25000 Jan 2.5 calls [...]

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iShares FTSE China 25 Index Fund (FXI) $35.73 -1.71%

iShares China Fund (FXI) loses 67 cents to $35.68 and is down 11.4 percent since February. Shares have now given up most of the gains for the year and are up just 2.4 percent so far in 2012. One player in the options market seems to be anticipating additional weakness in the ETF and bought [...]

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PulteGroup Inc (PHM) $7.79 -5.35%

Homebuilders getting hit hard today, with a number of names down well over 4% including Beezer, Lennar, Ryland and Pulte. Put volume in the sector is nearly 50% above normal pace, and on track for nearly 60,000 contracts, or triple the expected call volume today. PHM is one name seeing heavy put volume, most focused [...]

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