Author Archive
Posted on May 25th, 2012 12:31 pm
Symbol |
Expiry |
Strike |
Straddle Bid |
Straddle Ask |
Total Volume |
Total OI |
ZNGA |
Jun 1 |
7 |
$0.70 |
$0.80 |
8,346 |
586 |
PFE |
Jun 1 |
22 |
$0.48 |
$0.50 |
7,627 |
543 |
BAC |
Jun 1 |
7 |
$0.38 |
$0.40 |
7,247 |
2,255 |
AAPL |
Jun 1 |
560 |
$16.40 |
$16.60 |
4,981 |
1,296 |
MCD |
Jun 1 |
92.5 |
$2.16 |
$2.25 |
3,465 |
725 |
WMT |
Jun 1 |
65 |
$1.11 |
$1.13 |
2,953 |
173 |
CHK |
Jun 1 |
16 |
$1.13 |
$1.20 |
2,729 |
1,085 |
GE |
Jun 1 |
19 |
$0.50 |
$0.52 |
2,554 |
1,112 |
RIMM |
Jun 1 |
11 |
$0.71 |
$0.74 |
2,378 |
1,656 |
WFC |
Jun 1 |
32 |
$0.95 |
$0.97 |
2,378 |
459 |
Posted on May 25th, 2012 12:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
OC |
Owens Corning Inc |
10,063 |
94 |
107.05 |
0.80 |
BID |
Sothebys |
3,736 |
230 |
16.24 |
0.70 |
AMAT |
Applied Materials Inc |
7,196 |
569 |
12.65 |
0.62 |
CSX |
CSX Corporation |
4,133 |
395 |
10.46 |
0.65 |
RSH |
RadioShack Corp |
3,698 |
535 |
6.91 |
1.44 |
DD |
Du Pont De Nemours and Company |
2,830 |
716 |
3.95 |
0.70 |
RENN |
Renren Inc |
3,268 |
1,081 |
3.02 |
0.78 |
BHI |
Baker Hughes Inc |
3,055 |
1,056 |
2.89 |
0.97 |
PAY |
Verifone Systems Inc |
21,712 |
7,753 |
2.80 |
0.70 |
RIG |
Transocean Ltd |
4,385 |
1,579 |
2.78 |
0.68 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 25th, 2012 11:01 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
205,140 |
59.1% |
40.9% |
$560.334 |
-4.99 |
CHK |
Chesapeake Energy Corp |
71,937 |
62.8% |
37.2% |
$15.9855 |
+0.41 |
BAC |
Bank of America Corporation New |
62,347 |
53.3% |
46.7% |
$7.175 |
+0.04 |
GOOG |
Google Inc |
57,173 |
53.7% |
46.3% |
$590.525 |
-13.13 |
KMI |
Kinder Morgan Inc |
49,429 |
47.8% |
52.2% |
$32.03 |
-0.08 |
JPM |
JP Morgan Chase and Co |
37,256 |
59.7% |
40.3% |
$33.85 |
-0.12 |
GE |
General Electric Company |
36,404 |
43.1% |
56.9% |
$19.37 |
+0.12 |
C |
Citigroup Inc New |
28,735 |
55.0% |
45.0% |
$26.79 |
+0.13 |
S |
Sprint Nextel Corporation |
27,925 |
89.1% |
10.9% |
$2.639 |
+0.11 |
MSFT |
Microsoft Corp |
27,303 |
58.7% |
41.3% |
$29.12 |
+0.05 |
Posted on May 24th, 2012 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 |
-4.04 |
C |
Citigroup Inc New |
123,131 |
54.2% |
45.8% |
$26.66 |
-0.49 |
YHOO |
Yahoo Inc |
117,975 |
31.5% |
68.5% |
$15.35 |
-0.03 |
INTC |
Intel Corporation |
106,831 |
61.0% |
39.0% |
$25.65 |
+0.21 |
RIMM |
Research In Motion Ltd |
106,433 |
41.9% |
58.1% |
$10.71 |
-0.38 |
T |
AT&T |
97,979 |
58.2% |
41.8% |
$33.64 |
+0.28 |
Posted on May 24th, 2012 4:01 pm
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 |
$3.12 |
$3.36 |
12,909 |
5,734 |
C |
May 25 |
27 |
$0.63 |
$0.69 |
12,856 |
12,744 |
CHK |
May 25 |
16 |
$0.62 |
$0.73 |
11,689 |
4,491 |
CAT |
May 25 |
90 |
$1.93 |
$2.04 |
8,758 |
4,572 |
BIDU |
May 25 |
120 |
$2.28 |
$2.49 |
8,369 |
7,887 |
Posted on May 24th, 2012 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 Plc |
4,042 |
631 |
6.41 |
0.37 |
ACAS |
American Capital Ltd |
5,375 |
853 |
6.30 |
0.18 |
JCI |
Johnson Controls Inc |
4,237 |
678 |
6.25 |
0.84 |
NTES |
NetEase Inc |
3,668 |
639 |
5.74 |
0.67 |
AMD |
Advanced Micro Devices Inc |
5,709 |
1,328 |
4.30 |
0.49 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 24th, 2012 12:31 pm
Symbol |
Expiry |
Strike |
Straddle Bid |
Straddle Ask |
Total Volume |
Total OI |
AAPL |
May 25 |
570 |
$9.10 |
$9.50 |
49,684 |
14,089 |
AAPL |
May 25 |
565 |
$9.35 |
$9.70 |
29,410 |
11,586 |
BAC |
May 25 |
7 |
$0.20 |
$0.22 |
26,442 |
53,933 |
HPQ |
May 25 |
22 |
$0.49 |
$0.53 |
20,621 |
13,344 |
JPM |
May 25 |
34 |
$0.69 |
$0.71 |
13,766 |
13,265 |
C |
May 25 |
27 |
$0.80 |
$0.84 |
8,275 |
12,744 |
AMZN |
May 25 |
215 |
$3.97 |
$4.09 |
7,970 |
5,734 |
RIMM |
May 25 |
11 |
$0.38 |
$0.41 |
7,077 |
11,083 |
NTAP |
May 25 |
28 |
$1.11 |
$1.19 |
5,729 |
724 |
FCX |
May 25 |
32 |
$0.79 |
$0.81 |
5,569 |
8,629 |
Posted on May 24th, 2012 12:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
SLAB |
Silicon Labs |
4,654 |
5 |
930.80 |
0.96 |
SNV |
Synovus Financial Corporation |
5,000 |
16 |
312.50 |
1.88 |
ITUB |
Itau Unibanco Banco Holding SA |
8,212 |
54 |
152.07 |
3.87 |
AFL |
AFLAC Inc |
9,641 |
468 |
20.60 |
0.74 |
HBC |
HSBC Holdings PLC |
2,742 |
268 |
10.23 |
1.35 |
WFR |
MEMC Electronic Materials Inc |
2,761 |
349 |
7.91 |
0.60 |
RIO |
Rio Tinto Plc |
3,290 |
448 |
7.34 |
0.37 |
ACAS |
American Capital Ltd |
5,367 |
754 |
7.12 |
0.18 |
BBY |
Best Buy Company |
18,697 |
3,282 |
5.70 |
1.39 |
NTES |
NetEase Inc |
2,533 |
542 |
4.67 |
0.67 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 24th, 2012 11:01 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
280,951 |
61.9% |
38.1% |
$571.46 |
+0.90 |
HPQ |
Hewlett Packard Co |
137,249 |
56.3% |
43.7% |
$22.06 |
+0.98 |
BAC |
Bank of America Corporation New |
79,922 |
68.6% |
31.4% |
$7.13 |
-0.04 |
NTAP |
NetApp Inc |
65,726 |
52.4% |
47.6% |
$28.92 |
-3.94 |
YHOO |
Yahoo Inc |
59,431 |
8.4% |
91.6% |
$15.465 |
+0.09 |
C |
Citigroup Inc New |
56,672 |
54.3% |
45.7% |
$26.67 |
-0.48 |
INTC |
Intel Corporation |
54,605 |
62.6% |
37.4% |
$25.65 |
+0.21 |
AET |
Aetna Inc |
45,088 |
78.8% |
21.2% |
$41.27 |
+0.93 |
SNDK |
SanDisk Corp |
43,642 |
47.3% |
52.7% |
$32.53 |
-0.39 |
JPM |
JP Morgan Chase and Co |
38,780 |
50.7% |
49.3% |
$34.13 |
-0.13 |
Posted on May 23rd, 2012 4:21 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
703,873 |
55.7% |
44.3% |
$570.56 |
+13.59 |
INTC |
Intel Corporation |
283,483 |
69.2% |
30.8% |
$25.44 |
-0.59 |
BAC |
Bank of America Corporation New |
264,301 |
52.0% |
48.0% |
$7.17 |
+0.19 |
HPQ |
Hewlett Packard Co |
255,155 |
52.4% |
47.6% |
$21.08 |
-0.70 |
JNJ |
Johnson and Johnson |
252,752 |
96.4% |
3.6% |
$63.27 |
-0.25 |
DELL |
Dell Inc |
223,805 |
46.7% |
53.3% |
$12.49 |
-2.59 |
MSFT |
Microsoft Corp |
206,061 |
62.5% |
37.5% |
$29.11 |
-0.65 |
JPM |
JP Morgan Chase and Co |
179,786 |
53.8% |
46.2% |
$34.26 |
+0.25 |
MS |
Morgan Stanley |
168,482 |
36.2% |
63.8% |
$13.37 |
+0.06 |
C |
Citigroup Inc New |
145,525 |
62.3% |
37.7% |
$27.15 |
+0.23 |