Archive for May 3rd, 2012

Option Volume Leaders as of 4:21 PM

Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 484,903 57.7% 42.3% $581.82 -4.16 BAC Bank of America Corporation New 307,800 61.1% 38.9% $8 -0.16 GMCR Green Mountain Coffee Roasters Inc 293,990 52.3% 47.7% $25.87 -23.65 INTC Intel Corporation 214,490 65.1% 34.9% $28.56 -0.41 CHK Chesapeake Energy Corp 204,110 53.6% 46.4% $17.19 [...]

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Near Term Weekly Option Straddle Snapshot

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI AAPL May 4 585 $6.85 $7.11 56,547 12,499 AAPL May 4 580 $6.60 $6.80 48,305 13,698 BAC May 4 8 $0.15 $0.17 38,696 28,550 MGM May 4 13 $0.23 $0.25 27,718 5,178 AMZN May 4 230 $3.20 $3.40 14,313 7,887 PFE May 11 22 [...]

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SPDR S&P Retail (XRT) $61.71 -1.15%

SPDR Retail Trust (XRT) i soff 75 cents to $61.68 and a Jun 56 – 61 put spread trades on the ETF for $1.26, 15000X, to open and probably rolls out of 15,000 May 60 puts at 64 cents ahead of tomorrow’s jobs report.

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Sandridge Energy Inc (SD) $6.93 -4.41%

Sandridge Energy (SD) is off 29 cents to $6.96 and options volume on the stock is running 6X the daily average ahead of earnings. The company reports after the close. One player in the options market seems to be bracing for additoinal losses in the shares and bought a May 7 – Jun 8 bearish [...]

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LinkedIn Corporation (LNKD) $107.38 +0.92%

Linked In (LNKD) is up 35 cents to $106.75 in relatively quiet trading of 2.9 million shares (2.3 million is the expected) ahead of this afternoon’s earnings release. Options volume is running 3.5X the daily average, with 36,000 calls and 42,000 puts traded on the stock so far. 48 percent of the volume is in [...]

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

Symbol Name Puts Calls RealTime P/C Avg P/C AES AES Corp 7,756 8 969.50 0.68 PMTC Parametric Technology Corporation 2,560 5 512.00 0.47 ABFS Arkansas Best Corporation 3,590 90 39.89 0.94 SID Companhia Siderugica Hacional 3,563 159 22.41 1.76 SPLS Staples Inc 14,978 912 16.42 0.70 QIHU Qihoo 360 Technology Co Ltd 3,026 197 15.36 [...]

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Sothebys (BID) $37.12 -5.06%

Sotheby’s (BID) is down $2 to $37.10, even after the company auctioned Edvard Munch’s “Scream” yesterday in a record $120 million auction for a work of art. One player in the options market might be adjusting a position in BID, as it appears that 2,900 May 42 calls were sold on the auctioneer at 35 [...]

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SPDR S&P Oil and Gas Exploration and Production (XOP) $53.77 -2.94%

SPDR Oil and Production Fund (XOP) loses $1.34 to $54.06 on a rough day for the energy sector after crude oil slid $2.64 to $102.58 after OPEC secretary general al-Badri said Thursday that the cartel is pumping more oil to bring down prices. Oil prices are indeed coming down today and a noteworthy trade in [...]

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Intel Corporation (INTC) $28.60 -1.28%

Intel (INTC) loses 42 cents to $28.55 and is one of 23 Dow stocks trading lower Thursday afternoon. Morning options trades on the chipmaker include a 25000-lot of Jul 30 calls at 75 cents per contract on ISE. An investor sold to close, according to ISEE, and might be exiting some of the 100,000 contracts [...]

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SodaStream International Ltd (SODA) $31.00 -9.96%

SodaStream (SODA) is trading down $3.59 to $30.84 in active trading of 1.7 million shares and is testing late-December support just north of $30 per share. Options on the maker of home beverage carobonation systems is picking up as well and, despite the volatility in the underlying, seems somewhat bullish. 9,365 calls and 4,125 puts [...]

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