Archive for May 18th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 1,069,500 50.8% 49.2% $530.38 +0.26 BAC Bank of America Corporation New 536,363 47.8% 52.2% $7.02 +0.04 JPM JP Morgan Chase and Co 379,236 35.6% 64.4% $33.49 -0.44 C Citigroup Inc New 301,460 37.0% 63.0% $26.01 -0.40 GOOG Google Inc 174,965 53.8% 46.2% $600.4 [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI JPM May 25 33 $1.87 $1.91 14,904 5,966 AAPL May 25 530 $18.80 $19.25 13,387 2,159 YHOO May 25 16 $1.05 $1.09 13,225 211 BAC May 25 7 $0.41 $0.43 9,180 10,292 V May 25 110 $4.70 $4.86 6,018 3,156 MGM May 25 11 [...]
Charles Schwab Corp (SCHW) $12.34 -1.87%
24,000 puts and 4,820 calls traded on Schwab (SCHW) today. Shares of the discount broker are down 24 cetns to $12.33 and morning trades included small lots of May 13 puts for 45 and 50 cents per contract, which appear to be closing buyers. The top trades surfaced later and included bigger lots of June [...]
NASDAQ OMX Group Inc (NDAQ) $22.29 -3.09%
Nasdaq OMX option volume and implied volatility spiked this morning when it became clear that the exchange was having trouble opening Facebook for trading on-time at 11am. While 643 contracts had traded in the first 90mins of the day, between 11am and noon we saw 6700 contracts trade, and implied volatility in NDAQ options spike [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C GSM Globe Specialty Metals Inc 8,525 21 405.95 2.28 LINTA Liberty Interactive Corporation 10,663 58 183.84 1.01 ZIOP ZIOPHARM Oncology Inc 5,050 54 93.52 0.42 RGP Regency Energy Partners LP 9,348 113 82.73 0.65 SFI Istar Financial Inc 7,025 95 73.95 13.42 GEL Genesis Energy LP 7,044 [...]
Sara Lee Corp (SLE) $20.75 -0.24%
Sara Lee (SLE) loses 4 cents to $20.76 and options volume on the food company is running 22X the daily average, being driven by a roll of 24,000 May 21 calls for 7.5 cents to 24,000 Oct 16 – 21 bearish risk-reversals at 80 cents. The strategist bought to close the May 21 calls rather [...]
Medtronic Inc (MDT) $37.03 -0.10%
Medtronic (MDT) is flat at $37.07 and morning trades on the medical device-maker include a multi-exchange sweep of 4932 Jun 41 calls for 12 cents per contract. ISEE is reporting an opening firm buyer. June 39 calls are also seeing interest. 9400 calls and 1,850 now traded ahead of a May 22 earnings report. Implied [...]
General Electric Company (GE) $18.98 +0.53%
GE is at 12 cents to $19 and the May 19 puts and calls are seeing some pinning action today. Combined open interest is 54K. May 19 puts have traded 11,272 and have 31,286 in OI. 6,295 May 19 calls traded against 23,363 in open interest. The GE May 19 straddle trades 11 to 13 [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI YHOO May 25 16 $0.90 $0.94 11,252 211 JPM May 25 33 $1.87 $1.89 9,325 5,966 AAPL May 25 540 $19.60 $19.90 8,162 2,395 AAPL May 25 535 $20.25 $20.50 6,725 2,488 MGM May 25 11 $0.84 $0.88 5,493 225 BAC May 25 7 [...]
Ford Motor Company (F) $10.04 +0.30%
Heavy volume in Ford Sep 15 calls today, as a buyer using a sweep router paid 4cents for 12,000 contracts a few minutes ago. Strike is 50% above spot, and flow looks closing- A few similar sized blocks traded in Jan and Feb around 35cents when shares were near 12.50.
