Archive for May 8th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg PFE Pfizer Inc 3,977,958 98.6% 1.4% $22.42 -0.03 WMT Walmart Stores Inc 1,004,534 98.8% 1.2% $59.05 -0.14 AAPL Apple Inc 547,040 55.1% 44.9% $568.18 -1.30 BAC Bank of America Corporation New 320,643 57.8% 42.2% $7.79 -0.17 INTC Intel Corporation 297,882 89.4% 10.6% $27.37 -0.39 ARNA Arena [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI AAPL May 11 565 $11.65 $12.25 43,226 6,407 AAPL May 11 570 $11.45 $11.95 34,123 8,842 BAC May 11 8 $0.31 $0.34 32,819 37,727 HD May 11 50 $1.08 $1.12 11,851 273 AMZN May 11 225 $5.49 $5.71 11,217 2,921 INTC May 11 28 [...]
Finisar Corp (FNSR) $14.58 -4.08%
Bullish flow detected in Finisar Corp with 14000 calls trading, or 5x the recent avg daily call volume in the name.The stock is down 58 cents to $14.62 on high volume of 3.4 million shares and May 15 calls are the most actives. 9,300 contracts traded (90 percent Ask) and appears to be opening activity. [...]
Aruba Networks Inc (ARUN) $17.49 -2.18%
Bullish flow detected in Aruba Networks Inc with 7592 calls trading, or 6x the recent avg daily call volume in the name. The flow is scattered across a number of contracts and the top trade is a 1,196-lot of Oct 29 calls for 30 cents on ISE. Its an opening buyer, according to ISEE. 1,559 [...]
Qlik Technologies Inc (QLIK) $26.56 -0.71%
Bullish flow detected in Qlik Technologies Inc with 8495 calls trading, or 4x the recent avg daily call volume in the name. Most of the flow is smaller lots of May 26 and 29 calls. The top trade is 441 May 29s mid-market for 20 cents. 30-day ATM implied vols are up 5 percent to [...]
Blue Nile Inc (NILE) $27.20 -6.38%
Blue Nile (NILE) implied volatility is moving to new 52-week highs, as shares fall to three-year lows, ahead of the Seattle, WA fine jeweler’s earnings release. The company reports after the closing bell. NILE is down $1.90 to $27.16 on heavy turnover of 1 million shares ahead of the results. Typical volume is about 200K. [...]
St Jude Medical (STJ) $37.74 -0.32%
St Jude Medical is seeing notable bullish call flow today, with buyers of upside July 40 calls as shares trade down a quarter to 37.61 after clawing back earlier losses. May 37.5 calls are the most active, with 2100 trading at a vwap of 81cents early in the day, and ISE data confirming the buyer [...]
Running Scared
Large quantities of May downside puts have traded on a number of sector ETFs electronically on ISE today and the hefty purchases are opening positions for customer accounts, according to ISEE. XRT has already been written up today (see 12:40 color). SPDR Industrials Fund (XLI) is down 28 cents to $35.92 and the flow is [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C LRN K12 Inc 2,572 57 45.12 8.38 ITUB Itau Unibanco Banco Holding SA 13,235 399 33.17 2.61 KITD KIT Digital Inc 3,161 97 32.59 0.96 IGT International Game Technology 5,971 446 13.39 1.25 STD Banco Santander SA 3,120 396 7.88 1.35 PBI Pitney Bowes Inc 49,422 6,481 [...]
Triquint Semiconductor Inc (TQNT) $4.95 +4.43%
Triqunt Semi (TQNT) with relative strength and increasing options action today. TQNT is up 21 cents to $4.95 and total options volume is 11,000 calls and 1,000 puts. The top trade is a multi-exchange sweep of 6,840 May 7 calls for a nickel per contract, which might close, as the contract is more than 40 [...]
