Archive for May 24th, 2012
Option Volume Leaders as of 4:21 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 702,274 56.9% 43.1% $565.32 -5.24 HPQ Hewlett Packard Co 202,484 55.5% 44.5% $21.77 +0.69 BAC Bank of America Corporation New 200,120 52.9% 47.1% $7.14 -0.03 JPM JP Morgan Chase and Co 162,636 51.7% 48.3% $33.97 -0.29 NTAP NetApp Inc 162,607 65.6% 34.4% $28.82 [...]
CBOE Volatility Index (.VIX) $21.64 -3.09%
VIX Jul 40 – 50 – 60 call fly prints late at 45 cents, 20000X. Like like a new position. VIX is off .68 to 21.65 following a choppy day of trading Thursday.
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI AAPL May 25 565 $6.25 $6.60 71,105 11,586 BAC May 25 7 $0.19 $0.21 37,097 53,933 HPQ May 25 22 $0.40 $0.45 28,032 13,344 JPM May 25 34 $0.56 $0.61 22,521 13,265 RIMM May 25 11 $0.35 $0.38 14,030 11,083 AMZN May 25 215 [...]
Intel Corporation (INTC) $25.61 +0.67%
Intel (INTC) adds 15 cents to $25.59 and is one of 20 Dow stocks holding gains following a day of mixed trading Wednesday. Morning options trades on the chipmaker today include an Oct 22 – 28 bullish risk-reversal for 2 cents, 7000X on ISE. Data from the exchange confirm that puts were sold to buy [...]
US Airways Group Inc (LCC) $12.14 +10.41%
US Airways (LCC) is up $1.14 to $12.14 after JP Morgan said in a research note that current prices in the sector don’t reflect the recent drop in fuel prices. LCC is notching new 52-week highs today. In options action, a Jun 10 – 11 put spread trades on the stock for 26 cents, 10000X, [...]
JetBlue Airways Corporation (JBLU) $4.59 +2.46%
JetBlue (JBLU) is up a dime to $4.58 and, after some turbulent trading last week, is on a four-day 10.6 percent winning run higher. Some investors seem to expect the stock to gain additonal altitude in the months ahead. Sep 6 calls are the most actives in the airliner, with 4,056 contracts traded so far. [...]
Banco Bradesco SA (BBD) $13.95 -0.29%
Banco Bradesco (BBD) is off 9 cents to $13.90 and options volume on the Brazilian bank is 4.5x the daily average, being driven by Jul 16 call buyers. 14,486 traded, including an 8246-lot for 9 cents and 3694, also for 9 cents on AMEX, when the market was 4 to 9 cents. Open interest is [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C SNV Synovus Financial Corporation 5,000 46 108.70 1.88 ITUB Itau Unibanco Banco Holding SA 9,199 136 67.64 3.87 SLAB Silicon Labs 4,839 117 41.36 0.96 SNP China Petroleum and Chemical Corp 2,523 167 15.11 1.45 FMCN Focus Media Holding Ltd 20,828 1,702 12.24 1.47 RIO Rio Tinto [...]
Financial Select Sector (XLF) $13.95 -0.78%
Players in the options market don’t seem convinced that the problems plaguing the banking sector will be cured any time soon. SPDR Financials (XLF) is off 12 cents to $13.94 and options volume on the ETF is 347,000 puts and 32,000 calls, a ratio of more than ten-to-one. Recent trades include a July 9 11 [...]
iShares MSCI Brazil Index Fund (EWZ) $50.44 -1.52%
iShares Brazil Fund (EWZ) is off 77 cents to $50.45 after a better-than-expected jobs report sent yields higher, stocks lower today. EWZ is now down 27.1 percent since February on concerns Central Bank rate cuts to near record lows have so far failed to motivate a signficant economic recovery. The stronger-than-expected jobs data is seen [...]
