Archive for April 19th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 1,244,433 57.9% 42.1% $587.44 -20.90 BAC Bank of America Corporation New 803,976 80.1% 19.9% $8.77 -0.15 MSFT Microsoft Corp 433,333 63.3% 36.7% $31.01 -0.13 EBAY EBay Inc 249,983 56.1% 43.9% $40.62 +4.75 QCOM Qualcomm Inc 230,592 56.6% 43.4% $62.565 -4.42 GE General Electric [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI BAC Apr 27 9 $0.44 $0.46 19,451 0 MSFT Apr 27 31 $1.09 $1.15 11,340 0 AAPL Apr 27 590 $46.65 $47.75 9,458 0 AAPL Apr 27 585 $46.70 $47.90 7,191 0 MS Apr 27 18 $0.83 $0.87 6,026 0 GE Apr 27 19 [...]
Microsoft Corp (MSFT) $31.14 +0.00%
Microsoft (MSFT) is down 7 cents to $31.07 in active trading approaching 40 million shares heading into this afternoon’s earnings release. Options on the software-maker are very busy as well. 231K calls and 135K puts traded on the stock so far, which is 3.5X the daily average. April 32 calls, which are 3 percent OTM [...]
Delta Air Lines Inc (DAL) $10.99 +4.37%
Delta Aiilines (DAL) is up 33 cents to $10.86 on increasing volume of 14 million shares amid strength in the sector on reports Labor Unions are in favor of the LCC-AMR deal. Trading in Delta options is busy as well, with 14,000 calls and 6,630 puts traded on the airliner so far. The top trade [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C ENR Energizer Holdings Inc 3,030 13 233.08 2.29 HGG HHGREGG Inc 3,875 48 80.73 1.69 NWSA News Corp New 3,879 99 39.18 0.37 CVC Cablevision Systems Corp 6,215 173 35.92 0.62 FST Forest Oil Corporation 3,029 105 28.85 1.25 TM Toyota Motor Corporation 7,164 503 14.24 1.77 [...]
CBS Corp (CBS) $33.17 +0.76%
CBS adds 26 cents to $33.18 and morning options trades on the media giant include a multi-exchange sweep of 4,084 May 34 calls for 70 cents per contract. ISEE reports an opening customer buyer. 4,435 now traded against 929 in open interest. CBS is up in six of the past seven trading sessions and added [...]
SPDR S&P 500 (SPY) $137.88 -0.53%
The largest optinos trade today is in the SPDR 500 Trust (SPY) after 70,000 Apr 136 puts traded on the ETF at 12 cents on PHLX. It was part of an Apr 134 – 136 – 138 put fly at 30 cents, 35000X, and is possibly a closing trade, as all three legs of the [...]
Level 3 Communications Inc (LVLT) $23.76 -3.34%
Level3 (LVLT) loses 81 cents to $23.77 and a 5250-lot of May 23 puts trades on the Broomfield, CO communication equipment company for $1.05 per contract on ISE, where ISEE is reporting an opening customer buyer. 6,079 now traded against 123 in open interest. Shares are up roughly 40 percent year-to-date, but down 13.8 percent [...]
LinkedIn Corporation (LNKD) $104.41 -0.56%
LinkedIn option flow is nearly double the typical pace today and dominated by directionally bearish flow, as downside put buyers focus on the May 85 and 90 strikes, and call sellers hit April upside 105 and 110 strikes. Most of the volume printed before noon when shares were higher on the day, but they have [...]
Pandora Media Inc (P) $8.49 +5.33%
Pandora (P) is up 48 cents to $8.54 in active trading of 1.8 million shares and implied volatility in the options on the stock is up sharply amid increasing call activity today. Total volume is about 12,000 calls and 4,000 puts, which is 5X the daily average for the name. The action has been in [...]
