WhatsTrading.com » Fred Ruffy

WhatsTrading.com Options Recap — 06/19/2013

Fred Ruffy — Wed, 19 Jun 2013 19:11:41 +0000

Stock market averages moved in a narrow range Wednesday morning heading into the FOMC post-meeting statement and are now at session lows after Federal Reserve officials signaled that the economy is at reduced risk compared to the fall [Oh F%#&, not that!]. Bernanke also indicated that the Fed might reduce stimulus later this year. The Dow Jones Industrial Average, which rallied nearly 250 points Monday and Tuesday leading up to the news, saw whippy action around the headline and is now down 80 points. The NASDAQ dropped 13.2 points. CBOE Volatility Index (.VIX) is down .61 to 16 now that the event risk has passed. Trading in the options market picked up noticeably after the announcement. 7.7 million calls and 6.6 million puts traded across the exchanges so far.

Notable Flow

SVU – Bearish activity detected in Supervalu Inc with 7689 puts trading, or 10x the recent avg daily put volume in the name. Shares near $6.395 (-0.095) with ATMIV lifting by 3.74 point and 64% of todays put premium trading offer side. (Trade Alert LLC) 14:51

PCYC – Bearish activity detected in Pharmacyclics Inc with 2979 puts trading, or 6x the recent avg daily put volume in the name. Shares near $86.435 (-1.825) with ATMIV lifting by 1.12 point and 95% of todays put premium trading offer side. (Trade Alert LLC) 12:51

NVDA – Bullish flow detected in NVIDIA Corp with 27612 calls trading, or 5x the recent avg daily call volume in the name. Shares near $15.145 (0.745) with ATMIV lifting by 3.82 point and 57% of todays call premium trading offer side. (Trade Alert LLC) 12:01

High options volume is being seen in EEM, PFE, MU, GE, EFA, S, ORCL, NVDA, AVP, VNDA

Daily Open Interest Update

Tuesday’s total option volume of 15.3 million contracts resulted in net open interest growth of 2.36 million calls and 2.35 million puts. Pfizer Inc (PFE), Micron Technology Inc (MU), Merck and Co Inc (MRK) and Zoetis Inc (ZTS) saw the greatest growth. Top five new positions opened include 436k Pfizer Inc (PFE) Jul-13 35 puts, 403k Pfizer Inc (PFE) Jul-13 35 calls, 61k Merck and Co Inc (MRK) Oct-13 45 calls, 31k Intel Corporation (INTC) Sep-13 27 puts and 26k Micron Technology Inc (MU) Jan-15 15 calls.(Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs
VNDA 8.47 -2.45 -22.4% 2.86
AVHI 17.62 +3.08 +21.2% 14.84
ZN 2.13 -0.47 -17.9% 2.94
VTSS 2.31 -0.43 -15.8% 3.57
TTEK 23.14 -3.59 -13.4% 12.45
ASYS 5.61 +0.63 +12.7% 3.41
BIOD 4.25 -0.52 -10.8% 2.30
MPAA 8.77 +0.82 +10.3% 2.84
VIPS 29.61 -3.38 -10.2% 2.49
NKTR 10.78 +0.97 +9.9% 3.66

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Price Change
CYS 35.6% +14.4 +68.1% N/A $10.35 -0.14
VNDA 139.9% +47.0 +50.7% +46.5 $8.46 -2.46
S 23.0% -10.4 -31.1% -10.0 $7.04 -0.28
ADBE 22.3% -9.7 -30.3% -6.4 $46.09 +2.73 Post-Earnings
FRX 29.1% +6.0 +26.0% +6.3 $42.35 +0.78
FDX 22.4% -7.4 -24.8% N/A $101.24 +1.76 Post-Earnings
DHR 23.4% +4.6 +24.5% +4.6 $63.98 -0.38
MW 33.8% +6.3 +23.1% +6.8 $36.87 -0.60
YONG 47.3% -14.0 -22.9% -9.8 $5.61 +0.50
LO 27.4% +5.0 +22.2% +3.7 $44.00 -0.92

52-Week Highs
189 new highs: .AUX .BRB .VXEEM ACHC ACMP AET AFL AIN ALGT ALU AMCC AMTD ANIK APAM APD ASYS AVGO AVHI BCR BHE BIOS BLMN BLOX BOFI BWLD CAH CAKE CALD CALX CBF CCIX CEC CEVA CFX CHUY CIR CIT CLB CNO CNW CPA CREE CRI CROC CRZO CSOD CTAS DAVE DGI DHR DLPH DNKN DW DWA DWRE DY ENH EPAM EPM EQT ETFC EVC EVTC FDP FEIC FELE FET FF FHCO FIX FLTX FMC FMER FNGN FRGI FRX FWM GMCR GNC GNW GPS GTN HBI HOS HPQ HUM IBKC ICLR IHF IMKTA IMPV IPCM JACK JBT JRN KIRK KR LEE LMCA LMOS LNDC MA MANH MET MGA MHLD MMM MPAA MTDR MU NGVC NLNK NPTN NVDA ORLY PBCT PBJ PCOM PCTI PDCE PII PMC PRGO PRI PRLB PRXL PSDV PSMT PST PVH PX QIHU REXX RGA RMBS RPRX RPTP RYAAY SAM SAVE SBGI SBUX SCHW SFG SFLY SLF SNDK SNX SONC SOXL SOXX SPIL SPRD SSP STM SUPX TBF TBT TCPC TEN TKR TMH TMHC TMK TMV TRAK TREX TRS TRW TSCO TSN TTS TTT TVL TWGP TYPE ULTI UMPQ UNH UNTD VFC VNTV WAGE WLP WWE WWWW XRX ZINC ZSL

52-week Lows
77 new lows: .AUM ABV ACH AGQ AT AU AXU BLV BOTA BPY BRF BSBR BTU CIU CLI CPL DBS DMB EDIV EEB ELD EMLC EOC EWZ EXMCF FE FORX FSA FXA GROW GSM HDY HXM IEF IEI IEMG ILF INDL KOL LBJ LFL LQD LTPZ MELA MUB NRGY OIBR OKS OSUR OXGN PANW PBR/A SBS SCCO SCIF SIVR SLV SMS SOXS SQM STO SWSH TCK TFI THM TIP TLH TLT TMF TTEK TXCC TYD UBT UST VCIT YZC ZROZ

Top Equity Blocks
3.80m EBAY 52.58 +0.01 +0.0% FINRA-ADF 10:15:26
2.50m S 7.09 -0.23 -3.1% FINRA-ADF 11:14:52
2.50m S 7.08 -0.24 -3.3% FINRA-ADF 10:33:49
2.50m S 7.08 -0.24 -3.3% FINRA-ADF 10:29:58
2.50m S 7.08 -0.24 -3.3% FINRA-ADF 10:29:49
2.30m PFE 29.41 +0.01 +0.0% CHX (MIDWEST) 10:56:56 – Tied to Options
2.24m EFA 61.09 -0.02 -0.0% CHX (MIDWEST) 13:42:28 – Tied to Options
2.00m DELL 13.46 -0.02 -0.1% FINRA-ADF 13:41:48
2.00m S 7.10 -0.22 -3.0% FINRA-ADF 11:44:16
2.00m S 7.15 -0.17 -2.3% FINRA-ADF 12:33:00

Unusual Options Activity in Morgan Stanley (MS)

Fred Ruffy — Wed, 19 Jun 2013 15:21:22 +0000

Morgan Stanley (MS) is up 7 cents to $26.39 and early trades on the investment bank include a sweep of 1,800 Jun 26.5 calls for 21 cents, following by 3,200 more for 24 cents. 7,200 now traded against 3,547 in open interest and data from ISE is hinting at opening customer buyers. The interest seems somewhat unusual because the contract is 11 cents out-of-the-money and expiring at the end of this week. The company last reported earnings on Apr 18 and is up nearly 30 percent since that time. A 52-week high of $27.17 was recorded on Jun 10. Today’s call buyers might be looking for the stock to revisit those levels before the weekend.

WhatsTrading.com Options Recap — 06/18/2013

Fred Ruffy — Tue, 18 Jun 2013 18:16:38 +0000

Stock market averages are holding solid gains for a second day ahead of the Fed’s policy update due out tomorrow afternoon. Volumes are light and the economic data, on Housing Starts and CPI, was a bit below expectations. Nevertheless, the Dow is holding a 150-point gain and is not far from session highs. The NASDAQ gained 33. CBOE Volatility Index (.VIX) is down .14 to 16.66, but volumes are light. 6.1 million calls and 4.8 million puts.

Notable Flow

NOK – Bullish flow detected in Nokia Corp with 55001 calls trading, or 4x the recent avg daily call volume in the name. Shares near $4.075 (0.385) with ATMIV lifting by 14.96 point and 56% of todays call premium trading offer side. (Trade Alert LLC) 13:01

XRX – Bullish flow detected in Xerox Corp with 11675 calls trading, or 3x the recent avg daily call volume in the name. Shares near $9.395 (0.235) with ATMIV lifting by 1.12 point and 86% of todays call premium trading offer side. (Trade Alert LLC) 12:41

BRCD – Bullish flow detected in Brocade Communications Systems Inc with 2318 calls trading, or 2x the recent avg daily call volume in the name. Shares near $5.655 (-0.125) with ATMIV lifting by 3.28 point and 61% of todays call premium trading offer side. (Trade Alert LLC) 12:21

High options volume is being seen in PFE, MU, NOK, MNKD, ZTS, WLT, PBR, LINE, GNW, FDX

Daily Open Interest Update

Monday’s total option volume of 14.2 million contracts resulted in net open interest growth of 2.07 million calls and 2.11 million puts. Pfizer Inc (PFE), Williams Companies Inc (WMB), Bank of America Corporation (BAC) and Zoetis Inc (ZTS) saw the greatest growth. Top five new positions opened include 333k Pfizer Inc (PFE) Jul-13 35 calls, 320k Pfizer Inc (PFE) Jul-13 35 puts, 85k Williams Companies Inc (WMB) Jan-14 40 calls, 28k Williams Companies Inc (WMB) Jan-15 50 calls and 21k Zoetis Inc (ZTS) Jul-13 40 puts. (Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs
ZN 2.75 +0.56 +25.2% 4.53
WLT 13.56 +1.86 +15.9% 2.90
AMCC 9.31 +1.22 +15.0% 7.33
MNKD 6.53 -1.01 -13.5% 2.54
INFI 19.45 +2.29 +13.3% 1.03
STAA 10.69 +1.22 +12.9% 7.07
BIOD 4.94 +0.55 +12.4% 2.76
GNMK 9.70 -1.27 -11.6% 2.64
MTL 3.17 +0.33 +11.4% 2.38
FRO 2.15 -0.24 -10.0% 1.36

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Price Change
FDS 23.2% -15.6 -40.1% N/A $100.48 -3.27 Post-Earnings
NRF 37.1% -10.1 -21.3% N/A $9.15 +0.07
INFI 80.9% +13.9 +20.7% -92.8 $19.49 +2.32
MNKD 106.5% +17.4 +19.5% +16.9 $6.53 -1.01
DOLE 22.7% +3.7 +19.4% -47.0 $12.85 -0.01
WLT 99.2% -23.2 -19.0% -29.4 $13.57 +1.87
MTGE 34.8% -6.2 -15.2% -81.4 $20.29 +0.11
EWC 17.2% -2.5 -12.9% N/A $27.77 +0.17
THRX 46.3% +5.2 +12.7% -64.7 $35.60 +0.20
RAX 45.0% +5.0 +12.5% N/A $37.86 +2.26

52-Week Highs
245 new highs: .BRB AFSI AGII AIN AIR AIZ ALEX ALGT AMAT AMBA AMG AMSG ANIK APAM ATK ATMI ATW AVGO AXS BA BCOR BEAT BEAV BERY BGS BHE BIOD BLC BLKB BLMN BLOX BODY BRO BSRR BWA BWC BWLD BYI CAH CAKE CALX CARB CBM CBOE CEVA CFI CFX CHTR CIR CLB CME CNO CORE CPA CREE CSCO CSGP CTAS CTRP CW DANG DFRG DGI DLPH DNKN DORM DOV DPM DRIV DW DXCM DXLG DY EFII ENH EPAM EPM EQT ETFC EVC EXAM FDP FEIC FELE FET FFG FMER FNGN FORM FRGI FRM FXCM GBCI GBLI GE GK GNC GNW GTN GTXI GY HBI HEI HGR HII HLSS HPQ HSIC HUM HXL HY IAI IBCA ICE ICFI ICLR IHF IMKTA IMPV IPCM ISSI IT ITG IWC IWO JEC JKHY KIRK KR KS LBY LKQ LMCA LNCE LYB LZB MANH MCRI MDP MGA MGI MGLN MIDD MKTG MKTX MLHR MMM MNRO MPAA MTDR MU NCI NCR NGS NGVC NLNK NSR NTAP NWY NXST NYX OAS OKSB OMG ORN OVTI PBJ PCOM PCTI PDCE PFG PFPT PGI PMC POOL PRA PRI PRLB PRO PRXL PSDV PSE PXD QIHU REXX RMBS RPXC RRD SANM SAVE SBNY SBUX SCHW SCOR SFLY SIR SLF SMG SNDK SNX SOXL SOXX SPSC SRI STAA STM SUNE SVN SWM SYA TBI TDG TEL TEN TK TKR TMH TR TRAK TRW TSCO TSN TVL TWGP TXRH TYPE UFI UFPI UMPQ UNH UNTD USPH UVV VFC WAIR WAT WCN WDFC WLP WMGI WWE XRM XRX ZINC ZIXI

52-week Lows
31 new lows: ACRE AMSC ASTM AU AXU BRF CPL CSHZ DMB DVAX EWZ EXMCF FIO GSM JAGGF LBJ LINE LNCO LPR MEET MELA MITT PANW PBR/A SBS SBY SOXS SQM SSG TCK YZC

Top Equity Blocks
3.80m EWJ 11.34 +0.20 +1.7% FINRA-ADF 10:16:01 – Average Price Trade
3.20m RGP 26.00 -0.48 -1.8% FINRA-ADF 10:38:25
2.50m S 7.27 +0.05 +0.7% FINRA-ADF 11:42:06
2.50m NOK 3.70 +0.01 +0.1% FINRA-ADF 11:14:31 – Average Price Trade
2.50m S 7.27 +0.05 +0.7% FINRA-ADF 11:10:40
2.11m INTC 25.45 +0.31 +1.2% FINRA-ADF 13:34:31
2.00m NOK 3.90 +0.22 +6.0% FINRA-ADF 13:48:03 – Average Price Trade
2.00m PFE 29.20 +0.01 +0.0% CHX (MIDWEST) 12:45:50 – Tied to Options
2.00m EWJ 11.40 +0.24 +2.2% FINRA-ADF 12:23:50 – Derivatively Priced
2.00m PFE 29.26 +0.01 +0.0% CHX (MIDWEST) 12:10:06 – Tied to Options

Fusion io Inc (FIO) Finds Early Call Buyers

Fred Ruffy — Tue, 18 Jun 2013 14:50:14 +0000

Fusion Io (FIO) dropped to new lows of $12.75 on news another company co-founder has left the board, but has since rebounded and is up 14 cents to $13.43 in heavy trading of 2.7 million shares. Options action on the Salt Lake City data storage device-maker is heating up as well. 5,280 calls and 2,500 puts so far. Sep 15 calls are the most active. 1,645 traded. Sep 14 calls have traded 1,095 contracts. 30-day implied volatility is up 4.5 percent to 56.5. The stock has plummeted 55.8 percent since September 2012 and today’s interest in Sep 14 and 15 calls is possibly reflecting the view that shares can recover some of those losses through September 2013.

WhatsTrading.com Options Recap — 06/17/2013

Fred Ruffy — Mon, 17 Jun 2013 19:01:14 +0000

Stock market averages sported solid gains with help from economic data through midday, but have come well off the best levels on concern Fed officials will announce plans to ease off the stimulus later this week. NY Empire Index and NAHB Homebuilder Sentiment Index for June both came in significantly better than expected. Strength across Asia and Europe also set the table for morning strength on Wall Street. However, a story on the Financial Times suggesting Bernanke will announce a reduction in Quantitative Easing Wednesday in his press briefing afternoon triggered another wave of selling late-Monday. The Dow is now up 60 points and 132 points from session highs. CBOE Volatility Index (.VIX) hit a low of 16.33 and is now up .32 to 17.47. Trading in the options market is slow to start the week. 6.1 million calls and 5.6 million puts so far.

Notable Flow

IRBT – Bullish flow detected in iRobot Corporation with 2516 calls trading, or 4x the recent avg daily call volume in the name. Shares near $38.255 (3.255) with ATMIV lifting by 4.23 point and 51% of todays call premium trading offer side. (Trade Alert LLC) 12:41

RENN – Bullish flow detected in Renren Inc with 4043 calls trading, or 3x the recent avg daily call volume in the name. Shares near $3.265 (0.055) with ATMIV lifting by 23.01 point and 88% of todays call premium trading offer side. Auto Content (Trade Alert LLC) 12:21

KR – Bullish flow detected in Kroger Co with 7331 calls trading, or 5x the recent avg daily call volume in the name. Shares near $35.365 (0.575) with ATMIV lifting by 1.09 point and 87% of todays call premium trading offer side. (Trade Alert LLC) 11:41

High options volume is being seen in PFE, WMB, MU, FXI, LVS, ZTS, WLT, SE, MDLZ, SWY

Daily Open Interest Update

Friday’s total option volume of 15.3 million contracts resulted in net open interest growth of 2.07 million calls and 2.20 million puts. Pfizer Inc (PFE), Elan Corp ADR (ELN), Bank of America Corporation (BAC) and Facebook Inc (FB) saw the greatest growth. Top five new positions opened include 195k Pfizer Inc (PFE) Jul-13 35 puts, 157k Pfizer Inc (PFE) Jul-13 35 calls, 88k Pfizer Inc (PFE) Jun-13 35 puts, 88k Pfizer Inc (PFE) Jun-13 35 calls and 25k Clearwire Corporation (CLWR) Jul-13 4.5 calls. (Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs
MRTN 15.15 -8.02 -34.6% 19.53
KNDI 8.15 +1.89 +30.1% 2.74
FOLD 2.42 -0.78 -24.3% 9.76
DQ 8.27 +1.10 +15.4% 2.14
BIOL 4.25 +0.54 +14.4% 4.98
PSDV 3.83 +0.41 +11.8% 3.93
EDAP 2.84 -0.31 -9.8% 1.82
ZLTQ 6.36 +0.56 +9.8% 4.64
MOBI 3.04 -0.33 -9.6% 2.00
EOPN 16.43 +1.38 +9.1% 3.35

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Price Change
MDVN 80.9% +17.3 +27.1% +17.0 $46.53 -4.33
WMC 21.9% -7.5 -25.4% N/A $18.57 -0.17
LINE 50.5% +9.8 +24.1% -31.4 $30.38 -0.69
LNCO 54.9% +9.5 +21.0% N/A $35.02 -1.84
PWRD 54.6% +9.2 +20.2% N/A $16.75 +0.83
WLT 122.6% +19.2 +18.6% +11.3 $11.78 -0.35
SFD 10.0% +1.6 +18.6% -27.9 $33.22 +0.41
BRCD 30.5% +4.2 +15.7% +1.3 $5.75 -0.24
AINV 26.5% +3.5 +15.3% N/A $8.01 -0.10
EGHT 48.8% +6.2 +14.4% N/A $8.01 +0.29

52-Week Highs
201 new highs: .BRB ACMP ADY AHT AIR AIZ ALEX ALIM ALU AMAT ANGI ANIK APD APU ATK AVGO AVNR AXS BA BEAT BERY BGS BIOS BKW BLKB BLMN BSX BWA BYI CAH CARB CBOE CFX CHTP CHTR CHUY CIR CKP CLB CLS CLWR CME CNO COO CORE CPLP CRI CSCO CSGP CSII CTRP CVD CWCO DANG DFRG DGI DLPH DPM DW DWA DWRE EFII ENDP ENR EPAM EPM EVC EVTC EXAM FDP FDS FEIC FELE FET FGP FLT FLTX FMER FRM FRX FWM FXCM G GB GBCI GLP GNW GTXI GY HBI HLSS HMN HOGS HOS HPY HSIC HTSI IAI IBCA ICE ICLR IDT IHF IRBT KR KS KTOS LBY LKQ LMT LNCE MANH MCRI MHLD MITK MMM MTDR MU NGL NGVC NLNK NSR NVMI NXST NYX OAS OKSB OMG PBJ PCOM PCP PCTI PDCE PFPT PGI PMC PNR POOL PRA PRAA PRFT PRI PRO PSDV PSE PVH PX PXD QIHU REXX RKT RRTS RVLT SBNY SCOR SE SEP SFLY SIR SMG SMLP SN SNDK SNX SPLS SRI SSP STEL SUNE SWIR SWM SXCP SYA TECUA THO TK TMH TR TRAK TRS TRW TTEC TVL TWGP TYPE UFI UFPI UMPQ UNH UNTD USNA USPH VVTV WAT WCN WMS WWE XLS XRM ZINC ZLC

52-week Lows
27 new lows: ASTM AVL AXU BONA BOTA BRF DMB DVAX EDR EVEP EWZ EXMCF FOLD GROW GSM GSS JAKK LNCO LPR MEET MELA PANW RAIL RVM SBY SQM WLT

Top Equity Blocks
6.00m INTC 25.30 +0.38 +1.5% FINRA-ADF 12:04:55
6.00m INTC 25.30 +0.38 +1.5% FINRA-ADF 12:04:28
3.55m EWJ 11.30 +0.38 +3.5% FINRA-ADF 12:23:13 – Derivatively Priced
3.00m USMV 33.40 +0.31 +0.9% FINRA-ADF 13:39:21 – Derivatively Priced
2.91m DCT 7.35 +0.07 +1.0% FINRA-ADF 10:09:34 – Burst
2.35m PFE 29.05 -0.08 -0.3% FINRA-ADF 11:35:21 – Average Price Trade
1.70m MU 13.37 +0.62 +4.9% FINRA-ADF 11:46:07
1.57m EWS 13.34 +0.10 +0.7% FINRA-ADF 12:00:14 – Burst
1.40m DRE 15.66 +0.12 +0.8% FINRA-ADF 10:11:20
1.22m INTC 25.30 +0.38 +1.5% FINRA-ADF 12:04:38

Spread Trade Expresses Confidence in Micron ($MU)

Fred Ruffy — Mon, 17 Jun 2013 14:58:39 +0000

Micron (MU) adds another 56 cents to $13.31, new multi-year highs, and an investor sells 16000 Oct 12 calls on the stock at $2.43 to buy 18,000 Oct 14 calls for $1.41. Open interest in the Oct 12s is 57.6K and so today’s activity in the contract is possibly closing. We noted large buyers opening positions on those calls last month for 34 cents per contract (see 5/1 color). Oct 14 calls are now being opened in anticipation of additional gains in the memory chipmaker and today’s position adjustment comes aheed of earnings, due out Wednesday afternoon.

WhatsTrading.com Options Recap — 06/14/2013

Fred Ruffy — Fri, 14 Jun 2013 18:29:53 +0000

Stock market averages are under water after Univ of Michigan and Industrial Production were a bit weaker-than-expected, but PPI saw an expected .5 percent uptick for May. The IMF also revised down its expectations for global economic growth for 2014 to 2.7 percent. Meanwhile, investors are understandably concerned that the Fed will begin letting up on the monetary gas pedal because the risks from further stimulus (attempts) are beginning to outweigh the benefits. Consequently, some pre-FOMC jitters are setting in ahead of Wednesday’s post-meeting statement and that theme is likely to continue early next week as well. The Dow is down 97 points and the NASDAQ dropped 19. CBOE Volatility Index (.VIX) is up .61 to 17.02. Trading volumes remain subdued. 5.8 million calls and 5.8 million puts so far.

Notable Flow

DFS – Bearish activity detected in Discover Financial Services with 5483 puts trading, or 6x the recent avg daily put volume in the name. Shares near $47.13 (-0.97) with ATMIV lifting by 1.25 point and 91% of todays put premium trading offer side. (Trade Alert LLC) 13:31

TWC – Bullish flow detected in Time Warner Cable Inc with 3447 calls trading, or 3x the recent avg daily call volume in the name. Shares near $100.21 (4.06) with ATMIV lifting by 2.21 point and 74% of todays call premium trading offer side. (Trade Alert LLC) 12:21

IGT – Bearish activity detected in International Game Technology with 3029 puts trading, or 7x the recent avg daily put volume in the name. Shares near $17.34 (-0.11) with ATMIV lifting by 1.53 point and 97% of todays put premium trading offer side. (Trade Alert LLC) 12:31

High options volume is being seen in ELN, GRPN, DD, ZTS, GME, WLT, RAD, SD, LINE, ANR

Daily Open Interest Update

Thursday’s total option volume of 16.3 million contracts resulted in net open interest growth of 2.22 million calls and 2.03 million puts. Pfizer Inc (PFE), Micron Technology Inc (MU), Advanced Micro Devices Inc (AMD) and Bank of America Corporation (BAC) saw the greatest growth. Top five new positions opened include 226k Pfizer Inc (PFE) Jul-13 35 puts, 209k Pfizer Inc (PFE) Jul-13 35 calls, 31k Advanced Micro Devices Inc (AMD) Jul-13 4 calls, 30k Advanced Micro Devices Inc (AMD) Jul-13 4 puts and 27k Intel Corporation (INTC) Jul-13 25 calls. (Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs
FCSC 2.79 -2.84 -50.4% 16.44
SAIA 31.17 -15.82 -33.7% 17.49
MOBI 3.46 +0.58 +20.3% 6.27
MYGN 26.89 -5.12 -16.0% 6.41
GRPN 7.81 +0.95 +13.9% 5.38
UPI 2.19 -0.29 -11.7% 2.26
SYRG 7.08 +0.71 +11.2% 5.50
AMSC 2.38 -0.28 -10.4% 1.84
UNXL 15.64 +1.45 +10.2% 1.01
ELN 13.87 +1.25 +10.0% 4.78

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Price Change
LNCO 53.9% +22.5 +71.6% N/A $36.40 -0.65
BRY 46.6% +16.1 +52.9% N/A $42.57 -1.44
LINE 48.6% +13.8 +39.4% -25.5 $30.45 -1.32
WLT 103.4% +28.0 +37.2% +17.9 $0.00 +0.00
MYGN 72.3% +19.3 +36.3% -5.1 $26.94 -5.07
ELN 34.8% -15.2 -30.4% N/A $13.86 +1.25
AINV 24.3% +5.4 +28.5% -85.7 $8.12 +0.06
TWC 25.3% +5.6 +28.4% -5.9 $101.10 +4.95
EWC 19.9% +3.0 +17.6% -32.4 $27.43 -0.20
ZAGG 54.6% -11.3 -17.1% N/A $5.66 -0.12

52-Week Highs
117 new highs: ACMP ACXM AFL AHT ALU APAM APD AVNR AXL BA BCR BKW BLC BLKB BSX CARB CASY CBOE CBZ CFX CHTR CHUY CLWR CME CNW CRI CSOD DANG DLPH DPM DXLG ENDP EXAM FGP FWM GB GBCI HMA HMN HOGS HPY HSIC IHF IN JAZZ KIRK KS KTOS LBY LGND LNCE LYG MGA MITK MKTX MORN NLNK NSR NUS NVMI NXST OAS OCN OKSB OMG PBJ PCP PCTI PMC PNR POOL PRA PRAA PRFT PRO PSE PX PXD RAD RCII RKT RPXC RRTS RUTH RVLT RYAAY SAPE SBUX SE SEP SMLP SMRT SN SRI SSP SWIR SYA TEN THO THRM TMH TRW TSN TTEC TTS TXRH UFI UHS UMPQ UNTD USNA USPH VVTV WLK WSTC XLS ZINC

52-week Lows
30 new lows: ACH ACI ALVR AVL BONA BPZ BTU CEO CHL DVAX ECA EDR EVEP GSM GWAY HYD JAKK KOL LINE LPR MSTX OSUR PANW PAY PTR PZA RAIL RVM WLT YZC

Top Equity Blocks
10.0m ZTS 31.05 -0.17 -0.5% CHX (MIDWEST) 11:55:45 – Tied to Options
3.40m EWJ 10.96 -0.28 -2.4% FINRA-ADF 12:12:36 – Derivatively Priced
1.72m VZ 50.95 +0.31 +0.6% FINRA-ADF 11:49:13
1.46m SIRI 3.32 +0.03 +0.9% FINRA-ADF 14:03:48
1.10m EWH 19.02 -0.13 -0.7% FINRA-ADF 12:14:05 – Derivatively Priced
1.05m NRF 9.13 +0.28 +3.2% FINRA-ADF 11:08:24
1.00m PFE 29.21 +0.15 +0.5% CHX (MIDWEST) 14:07:07 – Tied to Options
1.00m PFE 29.18 +0.10 +0.3% CHX (MIDWEST) 13:45:48 – Tied to Options
1.00m PFE 29.20 +0.07 +0.2% FINRA-ADF 13:40:13 – Average Price Trade
1.00m EEM 39.36 -0.64 -1.6% FINRA-ADF 13:39:54 – Average Price Trade

Blackberry (BBRY) Sees Brisk Trading

Fred Ruffy — Fri, 14 Jun 2013 13:55:04 +0000

Brisk trading in the call options on Blackberry (BBRY) Friday morning. The stock is up 25 cents to $14.77 on increasing volume of 5.5 million shares and has rallied 8.3 percent in the past two days after being upgraded at Societe Generale. 26,000 calls and 7,000 puts already traded in the options on the mobile device-maker. Weekly 15 calls expiring today, are the most active. 8,570 traded. The contract is 23 cents out-of-the-money. Weekly 14.5, Jun 15, and July 15 calls are the next most actives, with a mix of buyers and seller driving the flow in BBRY early-Friday.

WhatsTrading.com Options Recap — 06/13/2013

Fred Ruffy — Thu, 13 Jun 2013 19:44:12 +0000

The roller coaster ride continues. Trading was mixed early after Japan lost 6.4 percent overnight and European markets saw a day of sluggish trading. However, the economic calendar included better-than-expected readings on Retail Sales, jobless claims, and business inventories. The early reaction to the data was muted, but stock market averages scored solid gains in the afternoon session. The Dow is now up 160 points and more than 200 points off session lows! The NAZ is up nearly 40. CBOE Volatility Index (.VIX) is surrendering recent gains and is down 1.90 to 16.69. Trading volumes don’t impress. 7.3 million calls and 7.1 million puts so far.

Notable Flow

ARMH – Bullish flow detected in Arm Holdings Plc with 5227 calls trading, or 3x the recent avg daily call volume in the name. Shares near $40.59 (0.49) with ATMIV lifting by 1.53 point and 88% of todays call premium trading offer side. (Trade Alert LLC) 15:01

NRF – Bullish flow detected in NorthStar Realty Finance Corporation with 2120 calls trading, or 4x the recent avg daily call volume in the name. Shares near $8.855 (0.535) with ATMIV lifting by 2.34 point and 98% of todays call premium trading offer side. Auto Content (Trade Alert LLC) 12:41

MLNX – Bullish flow detected in Mellanox Technologies Ltd with 2866 calls trading, or 2x the recent avg daily call volume in the name. Shares near $49.275 (1.475) with ATMIV lifting by 2.47 point and 63% of todays call premium trading offer side. Auto Content (Trade Alert LLC) 12:01

High options volume is being seen in EEM, PFE, SK, LULU, ELN, AMD, SWY, GCI, FXY, SGMO

Daily Open Interest Update

Wednesday’s total option volume of 16.5 million contracts resulted in net open interest growth of 1.89 million calls and 2.65 million puts. Pfizer Inc (PFE), Sirius XM Radio Inc (SIRI), Bank of America Corporation (BAC) and Elan Corp ADR (ELN) saw the greatest growth. Top five new positions opened include 151k Sirius XM Radio Inc (SIRI) Jul-13 3 puts, 145k Pfizer Inc (PFE) Jul-13 35 puts, 143k Pfizer Inc (PFE) Jul-13 35 calls, 44k Freeport McMoran Copper and Gold Inc (FCX) Jan-14 24 puts and 38k Freeport McMoran Copper and Gold Inc (FCX) Jan-14 36 calls. (Trade Alert LLC)

Movers

Symbol Price Change %Change StdDevs
HOMB 20.88 -20.30 -49.3% 31.23
FCSC 2.79 -2.62 -48.3% 14.42
GCI 26.50 +6.64 +33.5% 16.18
BLC 13.65 +2.92 +27.3% 13.27
TVL 13.71 +2.16 +18.7% 8.90
GTN 6.30 +0.86 +15.9% 5.26
SBGI 27.29 +3.20 +13.3% 5.44
SSP 15.10 +1.71 +12.8% 10.00
VPG 16.82 +1.77 +11.8% 6.59
SPRD 21.16 +2.21 +11.7% 3.93

Shakers (Implied volatility Movers)

Symbol IV[30d] IVChg IVChg% SkewAdjChg Price Change
CTB 17.5% +10.8 +163.0% N/A $33.77 -0.90
MW 31.0% -28.9 -48.3% -26.2 $37.51 +1.92 Post-Earnings
HRB 31.9% -17.9 -36.0% -27.4 $28.95 +0.32 Post-Earnings
ET 16.3% +4.2 +34.5% N/A $33.62 +0.04
PVH 26.1% -13.6 -34.2% -36.9 $122.20 +10.92 Post-Earnings
FIVE 40.3% -18.9 -31.9% N/A $36.66 +1.26
MYGN 46.2% -21.4 -31.6% -19.1 $31.45 -2.47
ZAGG 65.0% +13.7 +26.6% N/A $5.80 +0.41
SWY 44.9% +9.0 +25.0% N/A $24.90 +1.79
TWO 35.8% +7.1 +24.9% -44.4 $10.87 +0.34

52-Week Highs
102 new highs: ACXM ADVS AFL AIN AIR ALU AMG ATSG BCR BEAT BEE BIOS BLC BLKB BWA CARB CCIX CGX CHUY CIEN CME CQB CSOD CTS CWCO CYH DLPH DW DXLG ECPG EVC FFG FWM GBCI GBX GCI GY HMA HMN HPY HSIC IBCA ICUI IPCM JRN KIRK LABL LBY LGND LNCE LPNT MANH MEAS MGA MHLD MITK MKTX MORN MY MYGN NVMI NXST OMG ORN PCTI PODD PRA PRFT PRMW PRSC PSE PXD RCII RGA RUTH SAPE SCOR SE SEP SMRT SN SPLS SSP SWIR SWM SYA TEN THO TMH TMS TTEC TUES TVL UFI UHS UMPQ UNTD USNA VFC VPG XLS ZINC

52-week Lows
55 new lows: ACC ACI AGRO AU AVL AXU BOTA BPY CEO CHL CYS DF DMB DVAX EC EEB EXMCQ GSM GSS GWAY GXG HK HYD IEMG LFL LINE LIT MELA MTGE MUB NLY NRZ OSUR PFF PGF PGX PLTM PTR PZA RKUS RVM SBLK SCCO SCIF SGG SLT SQM SWI SYPR TCK TFI TIP VELT WLT YZC

Top Equity Blocks
7.28m XLF 19.49 +0.11 +0.6% FINRA-ADF 12:05:57 – Derivatively Priced
6.05m S 7.36 FINRA-ADF 14:46:05 – Average Price Trade
5.00m S 7.37 +0.02 +0.3% FINRA-ADF 14:11:03
5.00m SIRI 3.27 +0.07 +2.3% FINRA-ADF 12:46:53
4.24m EEM 39.46 +0.33 +0.8% CHX (MIDWEST) 12:00:10 – Tied to Options
3.28m BIL 45.81 +0.01 +0.0% FINRA-ADF 14:20:04
3.03m S 7.38 +0.03 +0.4% FINRA-ADF 14:40:51 – Burst
3.02m PFE 28.75 +0.40 +1.4% CHX (MIDWEST) 11:20:49 – Tied to Options
3.00m S 7.36 +0.01 +0.1% FINRA-ADF 12:49:03
2.75m EEM 39.64 +0.55 +1.4% CHX (MIDWEST) 15:01:33 – Tied to Options

Williams Companies (WMB) Drop Spurs Bullish Trading

Fred Ruffy — Thu, 13 Jun 2013 14:49:13 +0000

Williams Companies (WMB) drops 91 cents to $33.12 on talk of a plant explosion (Reuters) and one investor apparently sees the weakness as an opportunity for a bullish three-way spread, selling 2500 Jan 30 puts on the natural gas producer at $1.80 to buy 2500 Jan 40 – 45 call spreads for 60 cents.