Author Archive
Posted on May 23rd, 2012 12:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
OPEN |
OpenTable Inc |
2,810 |
33 |
85.15 |
0.91 |
NG |
Novagold Resources Inc |
3,658 |
195 |
18.76 |
0.22 |
LCC |
US Airways Group Inc |
6,206 |
504 |
12.31 |
0.53 |
AMX |
America Movil SAB de CV |
3,148 |
444 |
7.09 |
1.02 |
MGM |
MGM Resorts International |
13,880 |
1,977 |
7.02 |
0.69 |
IBN |
Icici Bank Ltd |
2,644 |
429 |
6.16 |
0.90 |
NUAN |
Nuance Communications Inc |
2,556 |
431 |
5.93 |
0.38 |
LYB |
LyondellBasell Industries NV |
6,576 |
1,214 |
5.42 |
1.14 |
MS |
Morgan Stanley |
68,017 |
13,304 |
5.11 |
0.77 |
IP |
International Paper Co |
2,930 |
590 |
4.97 |
1.05 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 23rd, 2012 11:01 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
224,628 |
53.6% |
46.4% |
$556.01 |
-0.96 |
DELL |
Dell Inc |
120,337 |
29.4% |
70.6% |
$12.5 |
-2.58 |
INTC |
Intel Corporation |
119,337 |
45.9% |
54.1% |
$25.12 |
-0.91 |
MSFT |
Microsoft Corp |
112,263 |
64.0% |
36.0% |
$28.83 |
-0.93 |
HPQ |
Hewlett Packard Co |
80,341 |
45.9% |
54.1% |
$20.76 |
-1.02 |
F |
Ford Motor Company |
68,973 |
52.9% |
47.1% |
$10.365 |
+0.17 |
BAC |
Bank of America Corporation New |
56,383 |
42.3% |
57.7% |
$6.8768 |
-0.10 |
JPM |
JP Morgan Chase and Co |
51,687 |
57.7% |
42.3% |
$33.3699 |
-0.64 |
MS |
Morgan Stanley |
39,670 |
20.5% |
79.5% |
$13.03 |
-0.28 |
C |
Citigroup Inc New |
39,067 |
47.9% |
52.1% |
$26.13 |
-0.79 |
Posted on May 22nd, 2012 4:21 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
824,142 |
58.5% |
41.5% |
$556.97 |
-4.31 |
BAC |
Bank of America Corporation New |
510,086 |
82.4% |
17.6% |
$6.98 |
+0.15 |
JPM |
JP Morgan Chase and Co |
319,705 |
58.4% |
41.6% |
$34.01 |
+1.50 |
C |
Citigroup Inc New |
197,067 |
63.0% |
37.0% |
$26.92 |
+0.67 |
YHOO |
Yahoo Inc |
192,101 |
65.7% |
34.3% |
$15.29 |
-0.29 |
PCX |
Patriot Coal Corporation |
145,052 |
27.3% |
72.7% |
$2.18 |
-1.18 |
T |
AT&T |
138,701 |
50.6% |
49.4% |
$33.54 |
-0.09 |
MS |
Morgan Stanley |
128,039 |
66.7% |
33.3% |
$13.31 |
+0.12 |
CNX |
CONSOL Energy Inc |
111,595 |
35.4% |
64.6% |
$29.85 |
-0.59 |
HPQ |
Hewlett Packard Co |
99,516 |
66.3% |
33.7% |
$21.78 |
-0.11 |
Posted on May 22nd, 2012 4:01 pm
Symbol |
Expiry |
Strike |
Straddle Bid |
Straddle Ask |
Total Volume |
Total OI |
AAPL |
May 25 |
560 |
$12.75 |
$13.25 |
53,964 |
8,110 |
BAC |
May 25 |
7 |
$0.27 |
$0.29 |
37,202 |
36,213 |
AAPL |
May 25 |
555 |
$12.85 |
$13.25 |
35,856 |
7,333 |
STX |
May 25 |
27 |
$1.31 |
$1.40 |
24,837 |
7,325 |
PCX |
May 25 |
2 |
$0.51 |
$0.67 |
20,973 |
73 |
JPM |
May 25 |
34 |
$1.24 |
$1.29 |
16,488 |
8,834 |
MS |
May 25 |
14 |
$0.90 |
$0.95 |
14,256 |
5,501 |
MSFT |
May 25 |
30 |
$0.60 |
$0.63 |
12,480 |
6,478 |
MS |
May 25 |
13 |
$0.80 |
$0.84 |
10,037 |
15,128 |
AMZN |
May 25 |
215 |
$6.16 |
$6.48 |
8,007 |
4,361 |
Posted on May 22nd, 2012 3:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
DV |
DeVry Inc |
4,167 |
46 |
90.59 |
1.90 |
ITUB |
Itau Unibanco Banco Holding SA |
15,599 |
380 |
41.05 |
3.35 |
TJX |
TJX Companies Inc |
13,046 |
541 |
24.11 |
1.18 |
HAR |
Harman International Industries Inc |
3,573 |
253 |
14.12 |
1.33 |
CTL |
CenturyLink Inc |
13,068 |
1,186 |
11.02 |
1.01 |
SHW |
Sherwin Williams |
3,952 |
421 |
9.39 |
1.23 |
ESV |
Ensco Plc New |
5,730 |
746 |
7.68 |
0.41 |
IVN |
Ivanhoe Mines Limited |
3,155 |
443 |
7.12 |
2.02 |
PBI |
Pitney Bowes Inc |
3,159 |
512 |
6.17 |
0.85 |
BLK |
BlackRock Inc |
6,140 |
1,016 |
6.04 |
2.01 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 22nd, 2012 12:31 pm
Symbol |
Expiry |
Strike |
Straddle Bid |
Straddle Ask |
Total Volume |
Total OI |
AAPL |
May 25 |
565 |
$13.40 |
$13.65 |
32,591 |
5,661 |
BAC |
May 25 |
7 |
$0.29 |
$0.31 |
24,024 |
36,213 |
STX |
May 25 |
27 |
$1.29 |
$1.32 |
13,817 |
7,325 |
PCX |
May 25 |
3 |
$0.83 |
$0.89 |
8,463 |
870 |
JPM |
May 25 |
34 |
$1.22 |
$1.25 |
8,247 |
8,834 |
MS |
May 25 |
13 |
$0.85 |
$0.89 |
6,659 |
15,128 |
C |
May 25 |
27 |
$1.07 |
$1.09 |
5,679 |
6,147 |
GS |
May 25 |
100 |
$3.39 |
$3.50 |
5,640 |
3,372 |
AMZN |
May 25 |
220 |
$6.81 |
$7.09 |
5,330 |
3,266 |
MS |
May 25 |
14 |
$0.71 |
$0.73 |
5,326 |
5,501 |
Posted on May 22nd, 2012 12:01 pm
Symbol |
Name |
Puts |
Calls |
RealTime P/C |
Avg P/C |
DV |
DeVry Inc |
3,976 |
14 |
284.00 |
1.90 |
TJX |
TJX Companies Inc |
12,711 |
378 |
33.63 |
1.18 |
ITUB |
Itau Unibanco Banco Holding SA |
10,364 |
352 |
29.44 |
3.35 |
ESV |
Ensco Plc New |
5,622 |
382 |
14.72 |
0.41 |
PBI |
Pitney Bowes Inc |
2,766 |
275 |
10.06 |
0.85 |
SHW |
Sherwin Williams |
2,710 |
273 |
9.93 |
1.23 |
BLK |
BlackRock Inc |
3,959 |
523 |
7.57 |
2.01 |
WIN |
Windstream Corp |
3,264 |
492 |
6.63 |
1.40 |
PCX |
Patriot Coal Corporation |
23,064 |
4,358 |
5.29 |
1.68 |
SVM |
Silvercorp Metals Inc |
3,199 |
812 |
3.94 |
0.86 |
*Scanning all single-stocks subject to 2500 contracts minimum call or put volume
Posted on May 22nd, 2012 11:01 am
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
362,468 |
64.4% |
35.6% |
$567.98 |
+6.70 |
BAC |
Bank of America Corporation New |
247,234 |
88.1% |
11.9% |
$7.14 |
+0.31 |
JPM |
JP Morgan Chase and Co |
154,837 |
64.5% |
35.5% |
$34.43 |
+1.92 |
C |
Citigroup Inc New |
115,762 |
72.7% |
27.3% |
$27.62 |
+1.37 |
MS |
Morgan Stanley |
70,218 |
75.2% |
24.8% |
$13.88 |
+0.69 |
YHOO |
Yahoo Inc |
65,472 |
85.4% |
14.6% |
$15.3685 |
-0.21 |
STX |
Seagate Technology |
49,758 |
40.5% |
59.5% |
$26.19 |
-1.66 |
AMZN |
Amazon com |
40,419 |
49.2% |
50.8% |
$217.1 |
-1.01 |
CAT |
Caterpillar Inc |
33,719 |
49.0% |
51.0% |
$92.81 |
+0.83 |
INTC |
Intel Corporation |
31,381 |
61.5% |
38.5% |
$26.065 |
-0.09 |
Posted on May 21st, 2012 4:21 pm
Symbol |
Name |
Contracts |
Calls |
Puts |
Spot (Delayed) |
Spot Chg |
AAPL |
Apple Inc |
764,394 |
61.4% |
38.6% |
$561.28 |
+30.90 |
BAC |
Bank of America Corporation New |
410,653 |
65.9% |
34.1% |
$6.83 |
-0.19 |
JPM |
JP Morgan Chase and Co |
356,899 |
48.6% |
51.4% |
$32.51 |
-0.98 |
C |
Citigroup Inc New |
170,730 |
54.9% |
45.1% |
$26.25 |
+0.24 |
MSFT |
Microsoft Corp |
122,648 |
57.6% |
42.4% |
$29.75 |
+0.48 |
CHK |
Chesapeake Energy Corp |
98,420 |
53.6% |
46.4% |
$14.91 |
+0.55 |
YHOO |
Yahoo Inc |
92,381 |
75.3% |
24.7% |
$15.58 |
+0.16 |
MS |
Morgan Stanley |
78,145 |
42.9% |
57.1% |
$13.19 |
-0.16 |
FCX |
Freeport McMoran Copper and Gold Inc |
73,743 |
72.4% |
27.6% |
$32.56 |
+0.75 |
INTC |
Intel Corporation |
73,165 |
70.0% |
30.0% |
$26.15 |
+0.08 |
Posted on May 21st, 2012 4:01 pm
Symbol |
Expiry |
Strike |
Straddle Bid |
Straddle Ask |
Total Volume |
Total OI |
BAC |
May 25 |
7 |
$0.35 |
$0.38 |
48,930 |
15,193 |
AAPL |
May 25 |
560 |
$14.85 |
$15.20 |
36,608 |
3,720 |
AAPL |
May 25 |
565 |
$14.95 |
$15.55 |
20,462 |
2,766 |
JPM |
May 25 |
33 |
$1.51 |
$1.54 |
14,488 |
7,647 |
JPM |
May 25 |
32 |
$1.61 |
$1.65 |
13,488 |
1,721 |
MS |
May 25 |
13 |
$0.84 |
$0.88 |
12,034 |
7,282 |
YHOO |
May 25 |
16 |
$0.61 |
$0.65 |
9,136 |
10,505 |
BIDU |
May 25 |
120 |
$4.71 |
$4.97 |
8,334 |
1,296 |
F |
May 25 |
10 |
$0.33 |
$0.35 |
8,189 |
2,909 |
AMZN |
May 25 |
220 |
$7.22 |
$7.46 |
7,383 |
2,194 |