Archive for May 25th, 2012
Option Volume Leaders as of 4:22 PM
Symbol Name Contracts Calls Puts Spot (Delayed) Spot Chg AAPL Apple Inc 541,447 57.3% 42.7% $562.29 -3.03 CHK Chesapeake Energy Corp 147,903 56.3% 43.7% $15.81 +0.23 BAC Bank of America Corporation New 139,197 63.3% 36.7% $7.15 +0.01 GOOG Google Inc 121,131 51.9% 48.1% $591.53 -12.13 JPM JP Morgan Chase and Co 105,642 49.3% 50.7% $33.5 [...]
Near Term Weekly Option Straddle Snapshot
Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI BAC Jun 1 7 $0.35 $0.37 14,204 2,255 AAPL Jun 1 560 $16.15 $16.65 11,991 1,296 PFE Jun 1 22 $0.43 $0.47 11,186 543 ZNGA Jun 1 7 $0.70 $0.90 11,013 586 AAPL Jun 1 565 $15.95 $16.50 8,811 1,643 WMT Jun 1 65 [...]
Barclays Bank Plc (BCS) $11.42 -2.06%
Bold trade in Barclay’s (BCS) ahead of the weekend, as it appears that 10,000 Jan $14 calls were bought on the bank for an average of $1.075 and 13,000 Jan 17.5s sold at 35 cents. The call ratio spread looks like a new position targeting a rebound in the stock after a two-month 30 percent [...]
Tata Motors Ltd (TTM) $23.86 +0.17%
Tata Motors (TTM) adds 3 cents to $23.85 and a 4000-lot of Jul 29 calls is bought on the stock for 25 cents per contract on ISE. It’s a closing trade, according to ISEE data. 4,257 now traded against 9,698 in open interest. The investor is possibly calling a bottom after a 20 percent one-month [...]
Put/Call Ratio Leaders* as of 3:01 PM
Symbol Name Puts Calls RealTime P/C Avg P/C OC Owens Corning Inc 10,147 284 35.73 0.80 CMCSK Comcast Corporation 3,004 126 23.84 0.47 ITUB Itau Unibanco Banco Holding SA 10,595 582 18.20 3.97 SVNT Savient Pharmaceuticals Inc 3,132 254 12.33 0.91 NFX Newfield Exploration Co 23,052 2,144 10.75 0.57 BID Sothebys 7,892 755 10.45 0.70 [...]
Amylin Pharmaceuticals Inc (AMLN) $27.65 +7.17%
Amalyin Pharmaceuticals (AMLN) sees a midday spike and is up $1.73 to $21.53 on increasing volume of 4.5 milloin shares on reports several companies are interested in the biotech (Briefing). Merck and Sanofi were mentioned (Bloomberg). 13,000 calls and 5,900 puts traded on the stock, mostly in smaller lots. The top trades look like a [...]
Financial Select Sector (XLF) $14.06 -0.07%
XLF has stayed in a tight 9-cent trading range and is off a penny to $14.06. A three-way spread was initiated on the ETF this morning after an investor sold 20,000 XLF Jun 14 puts at 36 cents to buy 20,000 July 12 – 14 put spreads for 48 cents. The spread, for a 12-cent [...]
iShares MSCI Emerging Markets Index Fund (EEM) $37.23 -0.27%
iShares Emerging Markets Fund (EEM) loses 9 cents to $37.24 and a Sep 34 – 38 put spread is sold on the ETF at $1.49, 39000X on AMEX. The activity probably rolls a position in Sep 38 puts opened on May 11 when 39,800 were bought to open for $2.06. Shares are down from $40, [...]
Verifone Systems Inc (PAY) $37.83 -15.93%
Verifone Systems (PAY) is down $6.91 to $38.09 and reeling today after reporting better than expected Q2 results, but guiding estimates lower for the third quarter. Volume is a heavy 18 million shares, and 10X the expected for midday. 29,000 puts and 9,600 calls traded on the San Jose, CA electronic payment systems company. Some [...]
PowerShares QQQ Trust Series 1 (QQQ) $62.08 -0.11%
PowerShares QQQ (QQQ) is off 9 cents to $62.06 and a Sep 57 – 62 put spread is sold on the ETF at $1.64, 40000X. The action probably rolls a position in Sep 62 puts, bought to open, on May 11 for $2.53 per contract on ISE. Shares are down a little more than 4 [...]
