Archive for May 9th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 570,994 55.2% 44.8% $569.18 +1.00 CSCO Cisco Systems Inc 406,688 70.5% 29.5% $18.78 +0.07 XOM Exxon Mobil Corp 358,902 89.1% 10.9% $83.31 -0.71 BAC Bank of America Corporation New 322,616 60.4% 39.6% $7.73 -0.06 PFE Pfizer Inc 211,001 56.4% 43.6% $22.45 +0.25 ARNA [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI CSCO May 11 19 $0.98 $1.03 53,092 13,185 AAPL May 11 570 $9.05 $9.45 50,100 11,786 BAC May 11 8 $0.31 $0.35 25,152 48,408 JPM May 11 41 $0.82 $0.87 16,287 4,922 C May 11 31 $0.89 $0.93 9,817 4,130 AMZN May 11 225 [...]
iShares Trust Barclays 20 Year Treasury Bond Fund (TLT) $118.79 +0.00%
One of the largest blocks of the day traded on the iShares 20yr Bond ETF, TLT, where a closing customer paid 6 cents for 50,000 20% otm July 95 puts. Flow history shows the intiator put on the 95s for 48cents on April 3 as part of the 95-100 put spread bought for 62cents when [...]
Lam Research Corp (LRCX) $40.53 +1.12%
Lam Research (LRCX) is up 50 cents to $40.59 in active trading of 2.6 million shares and options order flow on the semiconductor equipment maker is bullish today. 11,000 calls and 2,400 puts so far. The top trade is a 2000-lot of Jun 41 calls for $1.48 on ISE. Its an opening buyer, according to [...]
MEMC Electronic Materials Inc (WFR) $3.27 -1.36%
Brisk option flow ahead of earnings in chipmaker MEMC today, with a 52wk high for 30day IV (90%) and a 52wk low in share price. /egap WFR shows traders expect a reaction well beyond what was seen last cycle when shares were little changed. Current IV Term structure (try /term WFR) implies a 15% standard [...]
Watson Pharmaceutical (WPI) $72.74 -1.42%
Healthcare sector is relatively busy today, with PFE, ARNA, TEVA and ESRX among the leaders. Largest block in the space was a ratio spread in Watson Pharma earlier today, in which a customer sold 7500 May 70 calls against a buy of 15,000 May 75 calls for a 1.25 credit. Looks to close a trade [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C CHRW CH Robinson Worldwide Inc 5,537 95 58.28 1.06 STP Suntech Power Holdings Co Ltd 3,286 118 27.85 2.38 GPS Gap Inc 6,156 369 16.68 0.42 ILMN Illumina Inc 5,110 370 13.81 0.43 BCS Barclays Bank Plc 4,964 465 10.68 1.13 AAP Advance Auto Parts 2,564 295 [...]
Cisco Systems Inc (CSCO) $18.78 +0.37%
Bold Trade in Cisco (CSCO) at Noon ET today after an 8000-lot of Weekly 19 calls trades on the networking giant for 45 cents per contract when the market was 44 to 45 cents. 22,199 Weekly 19 calls now traded, which makes it today’s fourth most actively-traded equity options contract. Cisco’s May 20 call is [...]
Annaly Capital Management Inc (NLY) $16.61 +0.84%
Annaly Capital (NLY) adds 14 cents to $16.61 options volume on the New York-based diversified REIT is running 2.5X the daily average on news of a $750 million offering of convertible notes. The stock is up, but order flow seems bearish and includes a buyer of 5000 Jan14 $8 puts on the stock for 50 [...]
MetroPCS Communications Inc (PCS) $7.70 +17.38%
News of talks with Deutche Telekom caused MetroPCS shares to halt for a few minutes, then shoot up nearly 25% to $8.20 after setting a new 52wk low of $6.32 earlier in the morning. Options flow spiked after the story, with 45cent buyers of Jun 9 calls once shares were near 8.17. One fast moving [...]
