Archive for May 2nd, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg INTC Intel Corporation 2,569,427 94.3% 5.7% $29.18 +0.23 AAPL Apple Inc 508,446 56.1% 43.9% $585.98 +3.85 CHK Chesapeake Energy Corp 467,022 42.0% 58.0% $16.74 -2.86 SO Southern Co 343,074 99.3% 0.7% $45.9 -0.24 BAC Bank of America Corporation New 255,502 73.8% 26.2% $8.16 -0.15 GMCR Green [...]
United States Natural Gas Fund LP (UNG) $16.18 -4.26%
US Natural Gas Fund (UNG) lost 72 cents to $16.18 and came under pressure Wednesday afternoon after Natural Gas fund manager John Arnold said he was shutting down a Centaurus Master Energy Fund. The top trades in UNG printed when shares were trading near $16.80 midday — before the news made the rounds. One strategist [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI AAPL May 4 585 $10.10 $10.30 40,692 9,983 RIMM May 4 13 $0.46 $0.49 20,419 3,265 C May 4 33 $0.64 $0.68 19,645 5,015 CHK May 4 17 $1.01 $1.04 18,394 2,732 CHK May 4 16 $1.15 $1.24 16,123 4,516 TXN May 4 32 [...]
Flowserve Corp (FLS) $117.45 +3.49%
Floserve (FLS) adds $4.23 to $117.72 and one investor is possibly looking to hedge gains in the Irving, TX machinery maker. A Jun 95 – 105 put spread is apparently bought on the stock for 85 cents, 1358X on CBOE. The Jun 100 – 110 put spread is also being bought on FLS, 1890X so [...]
AT&T (T) $33.02 -0.13%
AT&T (T) loses 3 cents to $33.03 and a July 32 – 34 call spread is sold on the stock at $1.07, 15338X on ISE. Data from the exchange suggest a roll up in strikes. If so, the strategist might be liquidating a position in ITM July 32 calls (at $1.44) from Jan 19 when [...]
Symantec Corp (SYMC) $16.39 -0.36%
Symantec (SYMC) is off 7 cents to $16.39 and 4,300 Jul 17 calls traded on the security software-maker in small lots ahead of earnings. The company reports after the close. Shares tumbled 11.4 percent and left a gap on the chart on 4/24 when company lowered guiidance for the quarter.
Green Mountain Coffee Roasters Inc (GMCR) $49.33 -0.82%
Green Mountain Coffee Roasters (GMCR) is off 52 cents to $49.22 on 3.7 million shares traded, which is a bit lighter than normal, as investors are possibly taknig a wait-and-see approach ahead of the company’s earnings report. However, options on the stock are seeing 4X the daily average volume, with 48,000 calls and 61,000 puts [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C HSP Hospira Inc 3,966 48 82.62 0.64 SYY Sysco Corp 6,757 85 79.49 1.22 THLD Threshold Pharmaceuticals Inc 7,843 134 58.53 0.71 WMS WMS Industries Inc 2,518 45 55.96 1.01 SID Companhia Siderugica Hacional 2,928 85 34.45 1.32 ITUB Itau Unibanco Banco Holding SA 7,222 324 22.29 [...]
CenturyLink Inc (CTL) $38.89 -0.26%
Century Link (CTL) loses 14 cents to $38.85 and May 38 puts on the stock are busy for a second time this week. Monday’s flow (see 4/30 color) created 9,715 in new open interest. At 12,217 contracts, the May 38 put is now the third largest position in the name. Today’s flow might add to [...]
Protalix BioTherapeutics Inc (PLX) $6.99 +12.92%
Protalix BioTherapeutics (PLX) is up 81 cents to $7 in active trading of more than 10 million shares and implied volatility in the options on the biotech is down sharply after the FDA approved an orphan drug for treating Gaucher disease. PLX options are busy with 11,000 calls and 20,000 puts on the tape so [...]
