Archive for May 11th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg JPM JP Morgan Chase and Co 724,410 42.2% 57.8% $36.96 -3.78 AAPL Apple Inc 602,681 54.3% 45.7% $566.71 -3.81 BAC Bank of America Corporation New 431,833 58.5% 41.5% $7.55 -0.15 CHK Chesapeake Energy Corp 350,641 43.1% 56.9% $14.81 -2.37 CSCO Cisco Systems Inc 329,743 53.9% 46.1% [...]
Williams Companies Inc (WMB) $32.57 +0.12%
Williams Companies (WMB) adds 4 cents to $32.57 and 77 cents was paid for Jun 26 – 32 put spread on the natural gas producer, 16400X, to open.
Warner Chilcott PLC (WCRX) $21.44 +0.47%
Warner Chilcott (WCRX) adds a dime to $21.44 and recent trades on the stock include a buyer of 3000 Jun 23 calls, for 85 cents, to open. Jun 21 and 22 calls are also seeing interest and 30-day ATM Vols are up 9.5 percent to 52. Options on the Irish drug-maker were busy in late-April [...]
Ciena Corporation New (CIEN) $13.06 +8.29%
Ciena (CIEN) is up $1.00 to $13.06 on heavy volume of 8.8 million shares and breaking a three-week 27.4 percent slump after Verizon said it will use the company’s switching system for data transport. Options action is picking up as well. 8,590 calls and 1,400 puts in CIEN so far. The top trade is a [...]
P/C Ratio Spikes to End the Week
Interesting options volume stats Friday heading into the final hour of trading. 6.6 million puts and 6 millon calls traded across all the exchanges. The projected volume, of 7.3 million calls and 8.1 million puts, isn’t unusual, but yields a put-to-call ratio of 1.11 and one of the highest so far in 2012. CBOE Volatility [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C NXTM NxStage Medical Inc 3,340 1 3340.00 1.64 CQB Chiquita Brands International Inc 4,637 67 69.21 1.38 SFD Smithfield Foods 3,322 90 36.91 1.19 WMB Williams Companies Inc 48,576 1,642 29.58 0.35 ITUB Itau Unibanco Banco Holding SA 11,840 418 28.33 3.10 WSM Williams Sonoma 2,914 152 [...]
Cisco Systems Inc (CSCO) $16.59 -1.32%
Cisco options were the busiest among single stocks yesterday, with more than 800K contracts trading as shares sold off more than 10% after earnings. A large part of the flow involved the Oct 16-19 risk reversal, trading a total of 150,000x (initiator bought call). OI popped by nearly 120,000 contracts at each strike, and today [...]
TiVo Inc (TIVO) $10.22 +2.00%
TIVO adds 21 cents to $10.23 and one player tuned in to a three-way spread on the stock, selling 629 Jan 9 puts at 97 cents to buy 629 Jan 11 – 14 call spreads for 92 cents, on PHLX. The same three-way has traded multiple times today, including 1500 on ISE, where ISEE confirms [...]
Avon Products Inc (AVP) $20.30 -2.82%
Avon Products (AVP) is off 65 cents to $20.24 and moving off session lows of $19.83 in active trading of 16.8 million shares. Options on the stock are busy as well, with 34,000 calls and 20,000 puts changing hands in AVP so far. The top trade is a 4,900-lot of May 21 calls for $1 [...]
Citigroup Inc New (C) $29.58 -3.49%
Citi (C) is off 96 cents to $29.69 in active trading of 41.5 million shares on the heels of JP Morgan’s recently disclosed $2 billion trading loss. Shares of the major banks moved sharply lower in active trading on the news Friday morning. 168,000 puts and 82,000 calls now traded in Citi options. The top [...]
