Archive for April 24th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 1,261,244 62.2% 37.8% $560.28 -11.42 BAC Bank of America Corporation New 376,324 61.0% 39.0% $8.21 +0.03 PG Procter and Gamble Co 230,015 97.9% 2.1% $67 +0.35 NFLX Netflix Inc 178,034 48.9% 51.1% $87.68 -14.16 CSCO Cisco Systems Inc 177,121 42.6% 57.4% $19.42 -0.26 [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI BAC Apr 27 8 $0.33 $0.35 48,643 29,772 AAPL Apr 27 560 $33.10 $34.25 39,641 5,807 NFLX Apr 27 85 $4.41 $4.61 18,337 6,843 NFLX Apr 27 90 $4.10 $4.42 17,295 7,522 S Apr 27 2.5 $0.23 $0.27 16,853 7,968 QCOM Apr 27 62.5 [...]
Nabors Industries Ltd (NBR) $15.92 +1.27%
Some players in the options market seem to be anticipating a bounce in Nabors (NBR). Shares are down 26.6 percent since February heading into earnings, due out after the closing bell. NBR is up 30 cents to $16.02 on the session and May 18 calls are the most actives in the oil driller. 2,310 traded. [...]
OmniVision Technologies Inc (OVTI) $17.68 -2.91%
Omnivision Tech (OVTI) is down 58 cents to $17.63 and a 13650-lot of May 15 puts trades on the stock for 17.5 cents per contract on ISE. The trade is an opening buyer for a customer account, according to ISEE data. 15,257 now traded. May 15 puts on the stock are 14.9 percent OTM and [...]
Tyson Foods (TSN) $17.88 +1.22%
Implied volatility in the options on Tyson Foods (TSN) is up sharply on unconfirmed reports the USDA has identified cases of mad cow disease. The talk has triggered volatile reactions in a number of names including WEN, MCD, PPC, DF, MOO and also in the live cattle futures market. TSN shares tumbled to low of [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C PPO Polypore International Inc 5,083 86 59.10 2.18 BBD Banco Bradesco SA 6,373 119 53.55 1.91 PHM PulteGroup Inc 100,660 2,391 42.10 3.88 AAMRQ AMR Corp 5,084 124 41.00 21.86 RAD Rite Aid Corp 20,032 953 21.02 0.06 RYL Ryland Group Inc 2,908 161 18.06 6.97 OVTI [...]
SPDR S&P Retail (XRT) $59.06 -1.96%
SPDR Retail Trust (XRT) is down $1.27 to $58.97 on a second day of weakness in Walmart due to the bribery scandal and after March Consumer Confidence numbers fell short of expectations. Large percentage losses in Big Lots, Radioshack and Barnes and Noble probably didn’t help much. One player in the options market seems to [...]
Apple Inc (AAPL) $556.08 -2.73%
There’s a lot of interest in Apple Computer (AAPL) ahead of this afternoon’s earnings report and after the stock fell in ten of eleven trading sessions, shedding 12.6 percent, in the two weeks leading up to the release. The term structure shows very high vols in the Weekly options, where implied volatility is more than [...]
PulteGroup Inc (PHM) $8.58 +4.38%
Pulte Group (PHM) adds 36 cents to $8.58 and 48000 May 8 puts were apparently sold on the homebuilder at 31 cents per contract to buy 48,000 Jun 8 puts for 52 cents. The spread likely rolls a position in May 8 puts opened late-March for 34 cents per contract, which was rolling out of [...]
Banco Santander SA (STD) $6.37 +2.08%
Banco Santander (STD) is ticking 12 cents higher to $6.36 after falling more than 25 percent since March 19. Call options on the Spanish bank are busy today. 12,000 contracts traded. By way of comparison, put volume is only 725 contracts. The focus is on May and Jun 7 calls and recent trades include a [...]
