Archive for May 7th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 560,064 57.6% 42.4% $569.48 +4.23 BAC Bank of America Corporation New 262,228 68.9% 31.1% $7.96 +0.22 CSCO Cisco Systems Inc 199,359 48.8% 51.2% $19.08 -0.04 AIG American International Group Inc Corp 188,760 64.2% 35.8% $31.84 -0.99 C Citigroup Inc New 156,050 54.2% 45.8% [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI AAPL May 11 570 $13.70 $14.25 44,191 5,914 BAC May 11 8 $0.28 $0.30 26,205 25,973 INTC May 11 28 $0.73 $0.75 12,845 15,218 F May 11 11 $0.40 $0.43 11,636 3,870 MS May 11 16 $0.55 $0.59 9,534 1,335 AMZN May 11 225 [...]
Fossil Inc (FOSL) $125.77 -2.65%
Fossil (FOSL) is off $3.37 to $125.82 and May 105 – 120 (2X1) put ratio spread was apparently bought to open on the stock this morning for $2, 1125X, ahead of earnings — due out tomorrow morning. Shares rallied 14.7 percent on 2/14 after profits were last reported.
Avon Products Inc (AVP) $20.09 -2.36%
Avon (AVP) loses 46 cents to $20.11 and 5,400 Jul 19 puts were sold on the stock at $1 to buy 3,500 Jul 23 calls for $1.05. The same bullish risk-reversal traded earlier today at even money, 2060X. More than 10,000 now traded in both contracts and 30-day ATM implied vols are moving to 52-week [...]
Alere Inc (ALR) $22.23 +1.62%
Alere (ALR) sees a second day of bullish order flow. Jan 22 calls on the stock were busy Friday (see 5/4 color). Shares are up 36 cents to $22.23 and Jun 25 calls on the Waltham, MA medical labs company are the most actives today. 5,240 traded, including 3,170 contracts for an average of 42.5 [...]
Patriot Coal Corporation (PCX) $5.25 -1.50%
Patriot Coal (PCX) loses ten cents to $5.23 and a May 6 – Jun 5 put spead trades on the stock at 40 cents, 12000X on PHLX. Looks like the June 5 puts, which have traded more than 20,000 contracts on the day, are being bought to open and the spread is possibly a roll. [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C SFI Istar Financial Inc 50,040 343 145.89 1.95 LDK LDK Solar Co Ltd 10,690 540 19.80 1.77 CTRP Ctrip Com International Ltd 4,940 300 16.47 2.47 UBNT Ubiquiti Networks Inc 3,113 247 12.60 1.50 TSM Taiwan Semiconductor Manufacturing Co Ltd 2,755 395 6.97 0.10 DB Deutsche Bank [...]
iShares Russell 2000 Index Fund (IWM) $79.42 +0.42%
iShares Small Cap Fund (IWM) adds 28 cents to $79.37 and a Jun 74 – 76 put spread is sold on the ETF at 45 cents, 36000X. It’s possibly a roll down in strikes after last week’s 4 percent slide in the small cap fund.
Walgreen Co (WAG) $33.78 +0.39%
Walgreen (WAG) adds 15 cents to $33.80 and a 10,000-contract block of Jul 31 puts is bought on the stock for 69 cents per contract. It might add to positions opened on Jan 18 when 10,000 were bought for $1.745 (and 15,000 Jan 25 puts sold as part of a 2×3). Earlier in the day [...]
Pfizer Inc (PFE) $22.53 +0.66%
Pfizer (PFE) adds 14 cents to $22.52 and options on the drug-maker are actively traded Monday. 33,000 calls and 19,000 puts so far. The top trade is a 5,390-lot of Jul 23 calls traded for 36 cents per contract on ISE, which is an opening buyer, according to ISEE data. 14,530 traded so far. May [...]
