Archive for April 30th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 675,894 58.0% 42.0% $583.98 -19.02 BAC Bank of America Corporation New 249,083 56.2% 43.8% $8.11 -0.14 AMZN Amazon com 186,877 57.1% 42.9% $231.9 +5.05 PFE Pfizer Inc 137,356 74.0% 26.0% $22.9 -0.18 CHK Chesapeake Energy Corp 136,363 47.8% 52.2% $18.44 +0.72 F Ford [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI PFE May 4 23 $0.49 $0.56 35,709 9,795 AAPL May 4 585 $16.95 $17.20 29,853 4,196 BAC May 4 8 $0.26 $0.28 28,506 8,048 AMZN May 4 230 $7.24 $7.45 12,184 3,419 AMZN May 4 235 $7.34 $7.55 11,929 3,613 C May 4 33 [...]
Athenahealth Inc (ATHN) $72.45 -1.42%
Athena Health (ATHN) loses $1 to $72.49 and is down 2.1 percent since earnings were reported Friday. One player seems to see limited upside in the stock over the next seven weeks and apparenty sold a Jun 75 – 85 call spread on the stock at $2.05, 2000X, to open. ATHN has been trading in [...]
Pfizer Inc (PFE) $22.86 -0.95%
Pfizer (PFE) loses 19 cents to $22.89 on relatively light volume of 23 million shares, even as the drugmaker’s quarterly earnings report looms. The company is due to report tomorrow morning. Options on the stock are busy ahead of the results. 96,000 calls and 34,000 puts so far. Weekly and May $23 calls are the [...]
Shaw Group (SHAW) $30.24 +0.87%
Shaw Group (SHAW) ticks 37 cents higher to $30.35 on relatively light volume of 515K shares, but options action is heating up in the Baton Rouge, LA construction company. 6.740 calls and just 90 puts so far. The focus is mostly on July 33 and 34 calls and has been in smaller sizes. The flow [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C WMS WMS Industries Inc 2,715 76 35.72 0.19 STP Suntech Power Holdings Co Ltd 4,259 123 34.63 1.16 STLD Steel Dynamics Inc 3,388 197 17.20 1.78 BBBY Bed Bath and Beyond Inc 9,621 639 15.06 0.76 CTL CenturyLink Inc 13,772 1,098 12.54 0.35 OVTI OmniVision Technologies Inc [...]
Humana Inc (HUM) $80.19 -8.68%
Humana (HUM) is getting hit on heavy volume after the healthcare company missed on earnings and posted in-line revenues for the most recent quarter. The stock is down $7.72 to $80.10 on volume of 5.5 million shares. Options activity is running 5.5X the daily average. 7,330 calls and 6,500 puts so far. One player seems [...]
iShares Russell 2000 Index Fund (IWM) $81.53 -1.08%
iShares Small Cap Fund (IWM) is off 77 cents to $81.65 and set to finish the month of April with a 1.4 percent loss. The modest monthly decline comes on the heels of a 12.3 percent first quarter rally. One player in the options market seems to be adjusting a position in the small caps [...]
CBOE Volatility Index (.VIX) $17.27 +5.82%
The top options trades so far today are in the CBOE Volatility Index (.VIX), which is up .95 points to 17.27, after a substantial four-way spread traded on the index. The strategist sold the May 23 – June 29 strangle at $5.90, 47000X to buy a July 20 – Aug 25 strangle for $5.25. Sixty-five [...]
iPath S&P 500 VIX Short Term Futures (VXX) $16.53 +2.11%
iPath Short-term VIX Futures Fund (VXX) ticks 34 cents higher to $16.53, but one strategist doesn’t seem to think the gains will last and bought a Jul 11 – 13 put spread on the ETF for 50 cents, 10000X on ISE. Shares, which recorded a new low of $15.57 in late-March, are down 53.4 percent [...]
